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'.
It would be great if you have an example for UKF of merging, say, GPS with IMU, as IMU drifts, and so far I can not figure how to do it right. I have a feeling that I can improve accuracy of GPS with IMU, but so far... it is the other way around.
It would be great if you have an example for UKF of merging, say, GPS with IMU, as IMU drifts, and so far I can not figure how to do it right. I have a feeling that I can improve accuracy of GPS with IMU, but so far... it is the other way around.