Kalman filters and other optimal and non-optimal estimation filters in Python
conda install conda-forge::filterpy
conda install conda-forge/label/cf201901::filterpy
conda install conda-forge/label/cf202003::filterpy
conda install conda-forge/label/gcc7::filterpy
Kalman filtering and optimal estimation library in Python. Kalman filter, Extended Kalman filter, Unscented Kalman filter, g-h, least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.