filterpy
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rlabbe
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothe...
The example given on the [Kalman Filter documentation page](https://filterpy.readthedocs.io/en/latest/kalman/KalmanFilter.html) defines a position+velocity problem, with this state transition matrix F: ``` f.F = np.array([[1.,1.], [0.,1.]]) ``` From what I can tell,...
As noted in [one supporting notebook from your book ](https://nbviewer.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/Supporting_Notebooks/Iterative-Least-Squares-for-Sensor-Fusion.ipynb), a very common use case for Kalman Filters is the ability to fuse information from different sensors, for example using...
This could be a two part problem. But first, FixedLagSmoother stores the smoothed data in xSmooth. This is an unpythonic name. It also grows endlessly. As I add log likelihood...
Hello Everybody, I'm using SORT for tracking the bounding boxes detected by YOLO. ([code](https://github.com/engcang/ros-yolo-sort/blob/master/SORT_and_ROS_ver/sort_ROS_python/ros-sort.py)) The previous implementation involves using `KalmanFilter` from `filterpy`, However I would want to replace that with...
I believe the Jacobian should be computed after the predict step instead of before. https://github.com/rlabbe/filterpy/blob/1d2834d5d162e17bcb5e8328e4d0f97392b0ff03/filterpy/kalman/EKF.py#L222-L242
I found a warning in the code of hinfinity_filter: "This code is likely incorrect. DO NOT USE." Is this true? Anybody tried?
Hello @rlabbe, I was using your EKF implementation for sensor fusion and slightly adapted the original implementation such that it can be used for sensor fusion, would you be interested...
The computation of the log-likelihood, on the kalman update function, is currently made after the state vector is updated with the last observation. That is, the log_likelihood is computed in...
Is there any pointer on start implementing an IMM smoother? It looks like for linear KF and UKF have a `rts_smoother` function which takes a batch-processed copy of means and...
