Kalman Kit

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.

This packages provides a multidimensional implementation of the standard and extended Kalman filter algorithms using NumPy.

Contents:

• Installation
• Quick Start
• API reference

Indices and tables

• Index

• Module Index

• Search Page