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Ukfsharp

C# implementation of Unscented Kalman Filter

Categories > Mathematics > Kalman Filter

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7 years ago

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Programming Languages > C Sharp

Mathematics > Kalman Filter

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Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

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