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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Collection of notebooks about quantitative finance, with interactive python code.
- quantitative-finance
- jupyter-notebooks
- kalman-filter
- option-pricing
A collection of some of the neat math and physics tricks that I've collected over the last few years.
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
Udacity Self-Driving Car Engineer Nanodegree projects.
- self-driving-car
- udacity-self-driving-car
- deep-learning
- deep-neural-networks
Lightweight Python library for adding real-time multi-object tracking to any detector.
- tracking
- tracking-algorithm
- kalman-filter
- object-tracking
Multiple Object Tracker, Based on Hungarian algorithm + Kalman filter.
- multiple-object-tracking
- kalman-filter
- hungarian-algorithm
- car-tracking
This is a Kalman filter used to calculate the angle, rate and bias from from the input of an accelerometer/magnetometer and a gyroscope.
- kalman
- filter
Learn autonomous driving by building it: Python simulations and an open textbook where the system grows one stage at a time. Swap and compare localization, planning and control algorithms in the same system.
- algorithm
- autonomous-driving
- autonomous-navigation
- autonomous-vehicles
The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control
- optimal-control
- model-predictive-control
- ilqr
- ilqg
A lightweight, accurate and robust monocular visual inertial odometry based on Multi-State Constraint Kalman Filter.
- visual-inertial-odometry
- msckf
- localization
- ekf-mono-slam
ROS package for the Perception (Sensor Processing, Detection, Tracking and Evaluation) of the KITTI Vision Benchmark Suite
- ros
- ros-kinetic
- ros-packages
- rviz
State estimation and filtering algorithms in Go
- golang
- filtering
- estimator
- particle-filter
Using a Kalman Filter to interpolate bus position based on periodic measurements