dymoesco.estimation.filters

The filters module contains the Filter abstract class that is subclassed by specific filters such as KalmanFilter and EKF. Filters implement the predict and update methods which are used to “denoise” noisy state-space trajectories.

Classes

EKF(f, g, Q_or_ustd, R[, eps, use_autograd])

Filter()

An abstract class for enforcing the predict/update filtering API.

KalmanFilter(A, B, C, Q, R)

The well-known algorithm for filtering linear dynamical systems.

beaconsEKF(f, g, Q_or_ustd, R[, eps, …])