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pythonmatlabkalman-filter

Matlab kalman filter in python

is there a filter function of kalman in Python that works in the same way as the Kalman function of matlab?

[kest] = kalman(sys,Qn,Rn)

The idea is that the function receives as parameters a space of states and the respective weight matrices (it is to implement an LQR controller)

Solution

  • I finally found the ovtave source code for the kalman filter and implemented it in python. Anyway, thank you very much