archimedes.observersΒΆ

State estimation and Kalman filtering

Classes

ExtendedKalmanFilter(dyn, obs, Q, R, ...)

Extended Kalman Filter for nonlinear state estimation.

KalmanFilterBase(dyn, obs, Q, R, missing, ...)

Abstract base class for Kalman filter implementations.

UnscentedKalmanFilter(dyn, obs, Q, R, ...)

Unscented Kalman Filter for highly nonlinear state estimation.