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. .. toctree:: :maxdepth: 1 :caption: Contents: install.rst quickstart.rst api.rst Indices and tables ================== * :ref:`genindex` * :ref:`modindex` * :ref:`search`