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rlabbe / filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
MIT License
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Implementation of an IMM smoother #238

Open wang701 opened 3 years ago

wang701 commented 3 years ago

Is there any pointer on start implementing an IMM smoother?

It looks like for linear KF and UKF have a rts_smoother function which takes a batch-processed copy of means and covariances to do the smoothing. I am trying to get familiar with the codebase but how would I do it with IMMEstimator?

Eheran1 commented 2 years ago

That would be awesome and the most powerfull smoother I can think off.