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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
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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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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.
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.
This provides an excellent intro that jumps right into code. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python