Module kalman 

Linear / Extended Kalman filtering, RTS smoothing, EM parameter learning, Unscented Kalman Filter, and Particle Filter.

Re-exports

pub use ekf::ExtendedKalmanFilter;

pub use ekf::ExtendedKalmanResult;

pub use kalman_em::KalmanEmConfig;

pub use kalman_em::kalman_em;

pub use kalman_filter::KalmanFilter;

pub use kalman_filter::KalmanResult;

pub use particle::ParticleConfig;

pub use particle::ParticleFilter;

pub use particle::ParticleResult;

pub use rts_smoother::RtsResult;

pub use rts_smoother::rts_smoother;

pub use ukf::UkfParams;

pub use ukf::UkfResult;

pub use ukf::UnscentedKalmanFilter;

Modules

ekf

Extended Kalman Filter with closure-provided non-linear dynamics and Jacobians.

kalman_em

EM (Shumway-Stoffer) parameter learning for the linear Gaussian state-space model.

kalman_filter

Linear Kalman filter.

linalg

Tiny dense linear-algebra helpers for Kalman filtering.

particle

Particle filter (SIR — Sequential Importance Resampling).

rts_smoother

Rauch-Tung-Striebel (RTS) backward smoother.

ukf

Unscented Kalman Filter (Julier & Uhlmann 1997 / Wan & van der Merwe 2000).