https://github.com/eczy/kalman-filters
https://github.com/eczy/kalman-filters
Last synced: over 1 year ago
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- Host: GitHub
- URL: https://github.com/eczy/kalman-filters
- Owner: eczy
- Created: 2022-03-05T17:57:56.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2022-03-06T21:33:45.000Z (over 4 years ago)
- Last Synced: 2025-02-07T23:43:47.788Z (over 1 year ago)
- Language: Jupyter Notebook
- Size: 48.8 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Kalman Filters
See [kalman.ipynb](./kalman.ipynb) for a working example of a Kalman filter implemented in Python + NumPy.
### TODO
- [ ] Implementation in Rust or C
- [ ] [Square root implementation](https://en.wikipedia.org/wiki/Kalman_filter#Square_root_form)
- [ ] [Parallel implementation](https://en.wikipedia.org/wiki/Kalman_filter#Parallel_form)
- [ ] [Field Kalman Filter implementation](https://www.researchgate.net/publication/312029167_Field_Kalman_Filter_and_its_approximation)