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...
Right now it is implemented just for the linear KF.
Hi, It seems that there is an bug in the Cubature Kalman Filter : the constructor's argument `residual_x` is not used, and must be used here : https://github.com/rlabbe/filterpy/blob/3b51149ebcff0401ff1e10bf08ffca7b6bbc4a33/filterpy/kalman/CubatureKalmanFilter.py#L378
Two minor changes to UnscentedKalmanFilter: 1. Allow passing Q to predict step, for consistency with R in update step. It's also pretty much required if you have uneven dt. 2....
Thanks for the useful repository. It seems there is an error in the RTS smoother equations which causes errors for systems with varying state transition matrices (i.e. EKF). Replacing it...
Last release 1.4.5 was in 11 Oct 2018. Any news or updates?
I tried implementing GNSS and IMU fusion with filterpy. Almost finished, but a "small" problem: When I update one sensor, how to output a measurement vector that does not put...
Hi, I was just tired of getting the filterpy/common/helpers.py:364: DeprecationWarning: invalid escape sequence '\S' warning. I know that since a raw string is used, it should be no issue, but...
- The original EKF assumes a linear, time invariant (LTI) transition matrix. That is, in general, not a requirement for an EKF. Since the measurement Jacobian can be overridden, the...
I get a `DeprecationWarning` from `filterpy/common/helpers.py:364` ``` filterpy/common/helpers.py:364: DeprecationWarning: invalid escape sequence '\S' ``` It results from the invalid escape sequence in a docstring: ```python """ Computes the sum of...
Is there an example to optimize (estimate) KF matrices (parameters) from data for best fit, say MLE? Thx
