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.
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Published by rlabbe about 4 years ago
Support for Python 3.6+. The main changes are removal of import from future, replacing np.dot with matrix multiply operator, and using f-strings for string formatting.
Published by rlabbe about 4 years ago
I am starting the long overdue switch to Python 3.6. We will start with the notebooks themselves, then update FilterPy.