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'.
I found a warning in the code of hinfinity_filter: "This code is likely incorrect. DO NOT USE." Is this true? Anybody tried?