Recommendations for undergrad to learn optimal state estimation

• estimation_algorithms

  1 7 7.0 Python

  Implementation of followinf estimation algorithms in python: Kalman Filter, Extended Kalman Filter, Unscented Kalman Filter, Cubature Kalman Filter, Rao-Blackwellized Particle Filter, Cubature Kalman Filter

If you interested you can check out this code: https://github.com/n-jokic/estimation_algorithms I have implemented KF, EKF, UKF and particle filter from scratch using Python.

• Kalman-and-Bayesian-Filters-in-Python

  32 15,787 0.0 Jupyter Notebook

  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.

This provides an excellent intro that jumps right into code. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

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