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Multidimensional implementation of standard and extended Kalman Filters

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Bumps [scipy](https://github.com/scipy/scipy) from 1.5.4 to 1.10.0. Release notes Sourced from scipy's releases. SciPy 1.10.0 Release Notes SciPy 1.10.0 is the culmination of 6 months of hard work. It contains many...

dependencies

Bumps [certifi](https://github.com/certifi/python-certifi) from 2022.12.7 to 2023.7.22. Commits 8fb96ed 2023.07.22 afe7722 Bump actions/setup-python from 4.6.1 to 4.7.0 (#230) 2038739 Bump dessant/lock-threads from 3.0.0 to 4.0.1 (#229) 44df761 Hash pin Actions and...

dependencies

When calling `filter` and then `smooth`, the number of kalman gains is duplicated due to the variable being a list that is extended on each loop. Solution: pre-allocate an array...

Implement RTS smoother for EKF. Possible code: ```python def smooth(Z, U): # allow U to be None without the filter failing U = check_none_and_broadcast(U, Z) # filtering process to get...

Extend testing coverage for EKF.

Add support for the unscented Kalman Filter

enhancement