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Kalman filter implemented from scratch

Requirements

  • pandas (just to read the csv file)
  • numpy
  • matplotlib

Usage

  • There are 2 data files which have already been provided.
  • You can use either Python file or Jupyter notebook to run Kalman filter.
  • Just run:

python kf_scratch.py

and change whether to run main, example or robot_estimate function. Each of those function corresponds to those data example files mentioned above. The main function just randomly generates the data in the code so no data file will be provided.