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Kalman filters and other optimal and non-optimal estimation filters in Python.

This library provides Kalman filtering and various related optimal and non-optimal filtering software written in Python. It contains Kalman filters, Extended Kalman filters, Unscented Kalman filters, Kalman smoothers, Least Squares filters, fading memory filters, g-h filters, discrete Bayes, and more.

Version: 1.4.5 License: MIT GitHub
Maintainers KubaO
Categories science python
Homepage https://github.com/rlabbe/filterpy
Platforms any
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