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...
https://github.com/rlabbe/filterpy/blob/3b51149ebcff0401ff1e10bf08ffca7b6bbc4a33/filterpy/kalman/EKF.py#L353-L371 Shouldn't the Jacobian matrix of the system's dynamics be used in the prediction of (P) (line 367), instead of the transition matrix (F)?
Hi! It seems the last release of Filterpy was 4 years ago. There are many changes after that including bug fixes. Is there any plan to release them?
It would be great if you have an example for UKF of merging, say, GPS with IMU, as IMU drifts, and so far I can not figure how to do...
Hi There, Working on head pose estimation through UKF using filterpy package, noticed a strange thing. I have 3D orientation of local coordinate system represented in Euler angles (degrees=True). After...
