Kalman filtering — SciPy Cookbook documentation

This is code implements the example given in pages 11-15 of An Introduction to the Kalman Filter by Greg Welch and Gary Bishop, University of North Carolina at Chapel Hill, Department of Computer Science. # Kalman filter example demo in Python # A Python implementation of the example given in pages 11-15 of "An # Introduction to the Kalman Filter" by Greg Welch and Gary Bishop, # University of Nor