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§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.