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...
In oder to allow new developers develop/extend the library, let's add some basic instructions how to do that.
Thanks for the project! :raised_hands: 'Measurement noise' was mistakenly labelled 'state uncertainty'
Dear Friends, I am a beginner in using the Unscented Kalman Filter (UKF) and would greatly appreciate your assistance with an issue I'm encountering. Despite my efforts, I consistently receive...
The `compute_log_likelihood` parameter, listed in the documentation and `kalman_filter.py` docstrings, is not supported, and an Exception is raised if it is invoked when defining a KalmanFilter(). Error reproduced below. ```...
The following comment on the homepage of the documentation is out of date: > It’s already a bit hard to read because of the dot function calls (required because Python...
I have created a second order Kalman filter for 3-dimensional data that I can successfully apply using `batch_filter()` if I fill missing values in the input first. But if I...
I am working on the capture of sports movements, and in particular on X, Y, Z positions of a set of key points. Since measurements are somewhat noisy, I would...
I noticed the definition of the residual in residual resampling should be residual = N*weights - num_copies while the current code has https://github.com/rlabbe/filterpy/blob/3b51149ebcff0401ff1e10bf08ffca7b6bbc4a33/filterpy/monte_carlo/resampling.py#L70C1-L70C62
Does anyone have an example of using a gyroscope (or other rotation sensor) to drive the estimation of a quaternion in the state? I understand that a quaternion has issues...
Hi, I think I spotted a "bug", maybe it is not that important for most of the people. In UKF's RTS smoothing function there is a parameter for passing Q...
