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...
I want to switch from pykalman to filterpy because the later is not maintained anymore. I try to reproduce a basic filtering and smoothing example that I did with pykalman...
It looks like there is an indexing issue on the Fs: https://github.com/rlabbe/filterpy/blob/a437893597957764fb6b415bfb5640bb117f5b99/filterpy/kalman/kalman_filter.py#L995 I'm not sure why there are the k+1 indeces. I would expect this to be the same as...
In kalman_filter.py there is a code-block in the docstring reading: (mu, cov, _, _) = kf.batch_filter(zs, Fs=Fs) (xs, Ps, Ks) = kf.rts_smoother(mu, cov, Fs=Fs) However, rts_smoother returns 4 lists, not...
Using None to denote z is not available is fine in methods such as update(), but it really falls apart when using batch_filter. Typically I would have zs as an...
Linked with issue #236 Add support for numpy masked array for measurement used in update methods and functions. This allow using masked array in batch_filter instead of list with None....
Hello, I was just wondering, if there has been made any effort to implement a KF, EKF, UKF or PF to perform state estimation with a constrained state space? Would...
RTS implementation only use posterior outputs of Kalman filter. https://github.com/rlabbe/filterpy/blob/06bd64fbb50b70e8bfc2be180c8e0a2fedd087f0/filterpy/kalman/tests/test_rts.py#L43-L46 However, according to [wikipedia](https://en.wikipedia.org/wiki/Kalman_filter#Rauch%E2%80%93Tung%E2%80%93Striebel), both posterior and prior of **x** and **P** should be used. >  This seems a...
Dear Roger, I just installed your _filterpy_, and scanned through your book Kalman and Bayesian Filters in Python. VERY understandable for me! I use _sympy.physics.mechanics_ to generate equations of motion,...
Hi, Thank you very much for providing filterpy. It is a great library. I just wanted to ask about how to smooth real time data with filterpy. I want to...
