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rlabbe/Kalman-and-Bayesian-Filters-in-Python

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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.

rlabbe/Kalman-and-Bayesian-Filters-in-Python is #2,667 on the bestofgithub Elo ladder, in Platinum IV, with a rating of 1,662 (−26 this week). It has 19,491 stars, 17 gained in the last week.

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Install

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git clone https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python.git

README

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