Recommendations for undergrad to learn optimal state estimation

This page summarizes the projects mentioned and recommended in the original post on /r/ControlTheory

InfluxDB - Power Real-Time Data Analytics at Scale
Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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  • estimation_algorithms

    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

    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

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

    InfluxDB logo
NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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