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Timebird2016-05-30 20:19:44
Python
Timebird, 2016-05-30 20:19:44

Where can I get a ready implementation of the Kalman filter?

A ready implementation of the Kalman filter is required. I tried to write it myself, but the result is not smooth lines, but jumpy ones (I solve the problem in the field of determining phase modulation), or in general at different angles (see pictures). If you explain what the problems may be (if someone is interested, I can send the code) and / or throw off the finished implementation in matlab / python - any application problem that can be solved using the working code of this filter, I will be very grateful.
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4 answer(s)
A
Alexey Cheremisin, 2016-05-30
@leahch

Scipy or numpy - scipy-cookbook.readthedocs.io/items/KalmanFilterin...

Y
Yan Anisimov, 2016-05-31
@yanchick

https://github.com/rlabbe/filterpy

#
#algooptimize #bottize, 2016-05-30
@user004

www.mathworks.com/help/control/ref/kalman.html?req...

A
Alexander Skusnov, 2016-06-01
@AlexSku

www.mathworks.com/videos/introduction-to-kalman-fi...

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