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Kalman-and-Bayesian-Filters-in-Python
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.
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There are a few jupyter notebook tutorials online that explain KF pretty well, and give you an idea with how to do it in python. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python
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