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'.
Hello,
I was just wondering, if there has been made any effort to implement a KF, EKF, UKF or PF to perform state estimation with a constrained state space?
Would appreciate an answer and maybe references for publications with suitable approaches.
antoinecollet5
commented
2 years ago
Hello, I was just wondering, if there has been made any effort to implement a KF, EKF, UKF or PF to perform state estimation with a constrained state space?
Would appreciate an answer and maybe references for publications with suitable approaches.