Kalman-and-Bayesian-Filters-in-Python

State Estimation Library

Teaches software developers how to implement state estimation algorithms using Kalman and Bayesian filters in Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

GitHub

17k stars
464 watching
4k forks
Language: Jupyter Notebook
last commit: 4 months ago
Linked from 1 awesome list


Backlinks from these awesome lists:

Related projects:

Repository Description Stars
philbooks/kalman-filter-for-beginners A sample code implementation of the Kalman filter algorithm in MATLAB/Octave 126
pgmpy/pgmpy A Python package for working with Bayesian Networks and related models. 2,748
auralius/kalman-cpp An implementation of various Kalman filter algorithms in C++ 32
aaltoml/kalman-jax This project develops an approximate inference framework for temporal Gaussian processes using Kalman filtering and smoothing methods. 95
bayesian-optimization/bayesianoptimization An optimization algorithm that uses gaussian processes to search for the maximum value of an unknown function 7,919
mcleonard/sampyl An MCMC sampler library for Bayesian estimation using Python 330
camdavidsonpilon/probabilistic-programming-and-bayesian-methods-for-hackers An introduction to Bayesian methods and probabilistic programming for software developers 26,798
rlabbe/thinkbayes An interactive adaptation of Allen Downey's book on Bayesian statistics in Jupyter Notebooks 395
tuandn8/gm_phd_filter A software implementation of a probabilistic hypothesis density filter for tracking targets in complex environments 49
awerries/kalman-localization A MATLAB implementation of a Kalman filter-based localization system for sensor fusion of GPS/INS/compass data 91
keon/algorithms A collection of Python implementations of various algorithms and data structures. 24,076
robinthibaut/skbel A Python framework for Bayesian inference and regression using Gaussian processes. 22
atsushisakai/pythonrobotics A collection of Python code snippets for implementing various robotics algorithms and techniques. 23,420
jeljaik/extended-kalman-filter An implementation of an extended Kalman filter for estimating dynamic quantities in a single rigid body from distributed measurements. 38
jwarmenhoven/islr-python An implementation of selected chapters from the book on Machine Learning with Python code 4,255