filterpy
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It's pretty embarrassing. Help(KalmanFilter) or KalmanFilter? give better documentation.
I may want to look into a different way of generating documentation. The look and feel is quite outdated compared to something like https://numpy.org/doc/stable/reference/maskedarray.generic.html#accessing-the-mask, which is beautiful and helpful.
And link https://filterpy.readthedocs.io/en/latest/# is version of 1.4.4 documentation but 1.4.5 is available. Could you provide the examples of CKF?