Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX

Apache License 2.0

kalman-jax

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs.  Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

Other

Kalman-and-Bayesian-Filters-in-Python

A lightweight, accurate and robust monocular visual inertial odometry based on Multi-State Constraint Kalman Filter.

LARVIO

kalman

Using a Kalman Filter to interpolate bus position based on periodic measurements

bus_kalman

Collection of linear & nonlinear (Kalman) Filters for economic models

MIT License

econsieve