python3-filterpy

Description

FilterPy implements several Kalman filter variants and related optimal estimation algorithms in pure Python with pedagogically clear code.

Supported algorithms include: discrete Kalman filter, extended Kalman filter, unscented Kalman filter, ensemble Kalman filter, fixed-lag smoother, g-h filter, H-infinity filter, and particle filters.

The library is designed for students and researchers who want to understand and use Kalman filtering without sacrificing readability.

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Homepage

https://github.com/rlabbe/filterpy

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