(rlabbe) Kalman/Bayesian filters in Python

URL: http://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python nbviewer link:  http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/table_of_contents.ipynb

Abstract:

• Introductory text with Python code
• Caveat: most of the code is written for didactic purposes, may not be the most efficient solution (nor numerically stable)

Recommended other works s.  Works of possible interest

Chapters

1. Preface
   • Why Kalman filters?
   • [Aim and main principle of Kalman filters](aim and-main-principle-of-kalman-filters.md)
   • Expected value
2. g-h filter or α-β filter
3. Discrete Bayesian filter
4. Gaussian distribution
5. 1D Kalman filters
6. Multivariate Kalman filters