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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.