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.

Collection of notebooks about quantitative finance, with interactive python code.

A collection of some of the neat math and physics tricks that I've collected over the last few years.

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'.

Udacity Self-Driving Car Engineer Nanodegree projects.

Lightweight Python library for adding real-time multi-object tracking to any detector.

Multiple Object Tracker, Based on Hungarian algorithm + Kalman filter.

This is a Kalman filter used to calculate the angle, rate and bias from from the input of an accelerometer/magnetometer and a gyroscope.

A library for differentiable robotics on manifolds.

Robotics Toolbox for MATLAB

Header-only C++11 Kalman Filtering Library (EKF, UKF) based on Eigen3

solution of exercises of the book "probabilistic robotics"

Kalman Filter, Smoother, and EM Algorithm for Python

Lightweight C/C++ Extended Kalman Filter with Python for prototyping

Some Python Implementations of the Kalman Filter

MSF - Modular framework for multi sensor fusion based on an Extended Kalman Filter (EKF)

A Python package for probabilistic state space modeling with JAX

Object (e.g Pedestrian, vehicles) tracking by Extended Kalman Filter (EKF), with fused data from both lidar and radar sensors.

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

A Lidar-Inertial State Estimator for Robust and Efficient Navigation based on iterated error-state Kalman filter

数学知识点滴积累 矩阵 数值优化 神经网络反向传播 图优化 概率论 随机过程 卡尔曼滤波 粒子滤波 数学函数拟合

Using error-state Kalman filter to fuse the IMU and GPS data for localization.

An in-depth step-by-step tutorial for implementing sensor fusion with robot_localization! 🛰

IMU Allan standard deviation charts for use with Kalibr and inertial kalman filters.

Fusing GPS, IMU and Encoder sensors for accurate state estimation.

Basic Kalman filter implementation in C++ using Eigen

A Control Systems Toolbox for Julia

Mad Location Manager is a library for GPS and Accelerometer data "fusion" with Kalman filter

Multiple object tracking using Kalman Filter and Hungarian Algorithm - OpenCV

Computer vision based vehicle detection and tracking using Tensorflow Object Detection API and Kalman-filtering