Sp_lib

Signal processing method and algorithm library
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A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time difference model.
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6 years agoJupyter Notebook
Python notebooks for my graduate class on Detection, Estimation, and Learning. Intended for in-class demonstration. Notebooks illustrate a variety of concepts, from hypothesis testing to estimation to image denoising to Kalman filtering. Feel free to use or modify for your instruction or self-study.
Chirpgp7
a year agogpl-3.0Python
Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes
Frdm Kl25z Marg Fusion6
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Regular Kalman-based IMU/MARG sensor fusion on a bare metal Freescale FRDM-KL25Z
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