https://github.com/eczy/kalman-filters

https://github.com/eczy/kalman-filters

Last synced: about 2 months ago
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• Host: GitHub
• URL: https://github.com/eczy/kalman-filters
• Owner: eczy
• Created: 2022-03-05T17:57:56.000Z (almost 3 years ago)
• Default Branch: master
• Last Pushed: 2022-03-06T21:33:45.000Z (almost 3 years ago)
• Last Synced: 2024-10-27T17:37:56.588Z (3 months ago)
• Language: Jupyter Notebook
• Size: 48.8 KB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• 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)