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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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[question] Can the KalmanFilter handle missing data points? #293

Closed JC3 closed 1 year ago

JC3 commented 1 year ago

Is there a way to specify to KalmanFilter.update() that a measurement point is missing?

JC3 commented 1 year ago

Nevermind I looked at the code it's just None for z. Sweet.