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Every time that one comes up, this one comes up https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Fi
by jtrueb 2y ago
Every time that one comes up, this one comes up https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... (and vice versa)
- elcritch 2y agoThat one is one of my favorite resources on Kalman filters. Deriving it from Bayesian principles make it much more intuitive. It also makes adapting or modifying the filters easier to understand. Using Jupyter notebooks is really great too.