tml/filterpy
Kalman filtering and optimal estimation library in Python. Kalman filter, Extended Kalman filter, Unscented Kalman filter, g-h, least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
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Discovered Oct 5, 2026
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tml/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter textbook using Ipython Notebook. This book takes a minimally mathematical approach, focusing on building intuition and experience, not formal proofs. Includes Kalman filters, Extended Kalman filters, unscented filters, and more. Includes exercises with solutions.
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