Crate filter

filter-rs

filter-rs is a port of the filterpy library. This library is a work in progress. To learn more about Kalman filters check out Roger R Labbe Jr.'s awesome book Kalman-and-Bayesian-Filters-in-Python

Modules

common	Provides utility functions used in other parts of the library.
discrete_bayes	Provides implementations of and related to Discrete Bayes filtering.
gh	Provides implementations of and related to the g-h and g-h-k filter.
kalman	This module contains implementations of different version of the Kalman filter.
stats	Provides statics related utility functions used in other parts of the library.