https://github.com/nova-land/kalmanfilter-python

Kalman Filter in PyTorch and Numpy
https://github.com/nova-land/kalmanfilter-python

kalman-filter numpy python pytorch

Last synced: 11 months ago
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Kalman Filter in PyTorch and Numpy

• Host: GitHub
• URL: https://github.com/nova-land/kalmanfilter-python
• Owner: nova-land
• License: mit
• Created: 2023-07-16T13:49:38.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2023-07-16T22:43:27.000Z (over 2 years ago)
• Last Synced: 2025-03-20T01:13:54.721Z (11 months ago)
• Topics: kalman-filter, numpy, python, pytorch
• Language: Python
• Homepage:
• Size: 6.84 KB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: ReadMe.MD
  • License: LICENSE

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README

          
# (Multi-dimensional) Kalman Filter Implementation

A Straight-forward Kalman Filter Implementation in both `numpy` and `pytorch`.

This is a reference implementation of Kalman Filter for performance optimisation purpose.

- [PyTorch Implementation](./kalman_filter.py)

- [Numpy Implementation](./kalman_filter_np.py)

## Kalman Filter Example at [test.py](/test.py)