State estimation and filtering algorithms in Go
APACHE-2.0 License
This package offers a small suite of basic filtering algorithms written in Go. It currently provides the implementations of the following filters and estimators:
In addition it provides an implementation of Rauch–Tung–Striebel smoothing for Kalman filter, which is an optimal Gaussian smoothing algorithm. There are variants for both LKF
(Linear Kalman Filter) and EKF
(Extended Kalman Filter) implemented in the smooth
package. UKF
smoothing will be implemented in the future.
Get the package:
$ go get github.com/milosgajdos/go-estimate
Get dependencies:
$ make dep
Run unit tests:
$ make test
You can find various examples of usage in go-estimate-examples.
smooth
packageYES PLEASE!