These code files implement the Kalman filter in C++ by using the Eigen matrix library. There are also Python code files that implement the Kalman filter in Python for comparison. Explanation of the ...
FilterPy - Kalman filters and other optimal and non-optimal estimation filters in Python. NOTE: Imminent drop of support of Python 2.7, 3.4. See section below for details. This library provides Kalman ...
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