add multi extended kalman filter that can be used for sensor fusion

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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add multi extended kalman filter that can be used for sensor fusion #261

Open nwesem opened 2 years ago

nwesem commented 2 years ago

Hello @rlabbe,

I was using your EKF implementation for sensor fusion and slightly adapted the original implementation such that it can be used for sensor fusion, would you be interested in adding this to the library? See pull request below. If yes I am happy to add an example on how to use this.

Cheers, Niclas

rlabbe commented 2 years ago

Sorry, just getting around to merging a bunch of pull requests. I'm happy to incorporate new functionality, but require unit tests, which also serve as an example.