Kalman Kit¶
Welcome to Kalmankit library docs. This packages provides a multidimensional implementation of the standard and extended Kalman filter algorithms using NumPy.
The Kalman filter is an optimal estimation algorithm: it estimates the true state of a signal given that this signal is noisy and/or incomplete. If the noises are drawn from a gaussian distribution and the underlying system is governed by linear equations, the filter will output the best possible estimate of the signal’s true state.
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