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