kalman-filter

There are 50 repositories under kalman-filter topic.

cantaro86 / Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
quantitative-finance jupyter-notebooks kalman-filter option-pricing financial-engineering financial-mathematics partial-differential-equations fourier-inversion stochastic-processes stochastic-differential-equations levy-processes heston-model brownian-motion american-options monte-carlo-methods python linear-regression linear-systems-equations jump-diffusion-mertons-model econometrics
Language:Jupyter Notebook 5278
zalo / MathUtilities
A collection of some of the neat math and physics tricks that I've collected over the last few years.
kalman-filter neat unity unity3d physics utilities math motion camera
Language:C# 4109
ndrplz / self-driving-car
Udacity Self-Driving Car Engineer Nanodegree projects.
self-driving-car udacity-self-driving-car deep-learning deep-neural-networks kalman-filter lecture-material particle-filter lane-finding computer-vision vehicle-detection convolutional-neural-networks detect-lane-lines lane-detection pid-control traffic-sign-classification tensorflow
Language:C++ 2702
tryolabs / norfair
Lightweight Python library for adding real-time multi-object tracking to any detector.
tracking tracking-algorithm kalman-filter object-tracking video-tracking video-inference-loop deepsort object-detection pose-estimation python re-id re-identification multi-object-tracking
Language:Python 2304
Smorodov / Multitarget-tracker
Multiple Object Tracker, Based on Hungarian algorithm + Kalman filter.
abandoned-detector car-counting car-tracking face-tracking hungarian-algorithm kalman-filter kcf mobilenet-ssd multiple-object-tracking people-tracking yolo
Language:C++ 2116
petercorke / robotics-toolbox-matlab
Robotics Toolbox for MATLAB
arm-robot dynamics jacobian kalman-filter kinematics matlab matlab-toolbox mobile-robots motion-planning rigid-body-dynamics robotics slam trajectory-generation
Language:MATLAB 1203
pptacher / probabilistic_robotics
solution of exercises of the book "probabilistic robotics"
probabilistic-robotics bayesian-inference kalman-filter slam navigation particle-filter julia matlab numpy cpp armadillo-library lapack intel-mkl-library victoria-park-dataset fastslam seif robotics autonomous-vehicles google-cloud-platform textbook-solutions
Language:C++ 1202
pypose / pypose
A library for differentiable robotics.
robotics pytorch python learning lie-group optimization deep-learning computer-graphics geometric-deep-learning physics slam control planning autonomous-robots kalman-filter pose-estimation pose-graph-optimization
Language:Python 1183
balzer82 / Kalman
Some Python Implementations of the Kalman Filter
kalman kalman-filter python
Language:Jupyter Notebook 1010
Ewenwan / Mathematics
数学知识点滴积累矩阵数值优化神经网络反向传播图优化概率论随机过程卡尔曼滤波粒子滤波数学函数拟合
backpropagation graph-theory kalman-filter matrix numerical-optimization particle-filter probability
Language:MATLAB 667
methylDragon / ros-sensor-fusion-tutorial
An in-depth step-by-step tutorial for implementing sensor fusion with robot_localization! 🛰
ekf-localization kalman-filter robot-localization robotics ros sensor-fusion tutorial
636
probml / dynamax
State Space Models library in JAX
state-space-models hidden-markov-models jax python kalman-filter
Language:Jupyter Notebook 618
karanchawla / GPS_IMU_Kalman_Filter
Fusing GPS, IMU and Encoder sensors for accurate state estimation.
gps-ins ekf-localization autonomous-vehicles kalman-filter state-estimation autonomous-agents
Language:C++ 533
maddevsio / mad-location-manager
Mad Location Manager is a library for GPS and Accelerometer data "fusion" with Kalman filter
android android-library geohash geohash-algorithm gps-tracking java kalman kalman-filter maddevs noise-filtering tracking-application
Language:Java 520
JuliaControl / ControlSystems.jl
A Control Systems Toolbox for Julia
control-systems dynamical-systems simulations control-theory automatic-control controls lti-system model-reduction feedback-systems feedback-controller pid-control lqg-controller lqr-controller kalman-filter riccati-equations bode-plot nyquist-diagrams delay-systems discrete-systems laplace-transform
Language:Julia 495
wmuron / motpy
Library for tracking-by-detection multi object tracking implemented in python
hungarian-algorithm kalman-filter multi-object-tracking multiple-object-tracking object-tracking raspberry-pi tracking-by-detection
Language:Python 480
gisbi-kim / FAST_LIO_SLAM
LiDAR SLAM = FAST-LIO + Scan Context
lidar-slam slam lidar scancontext fastlio place-recognition kalman-filter
Language:C++ 449
sfwa / ukf
Unscented Kalman Filter library for state and parameter estimation
kalman-filter state-estimation ukf unscented-filtering
Language:C++ 441
wouterbulten / kalmanjs
Javascript based Kalman filter for 1D data
filter javascript javascript-library kalman-filter noise noise-filtering
Language:Java 395
nchopin / particles
Sequential Monte Carlo in python
particle-filter sequential-monte-carlo bayesian-inference pmcmc smc2 quasi-monte-carlo kalman-filter
Language:Python 379
eddyhkchiu / mahalanobis_3d_multi_object_tracking
[NeurIPS Workshop 2019] Official code of the paper "Probabilistic 3D Multi-Object Tracking for Autonomous Driving." First Place of the First NuScenes Tracking Challenge in the AI Driving Olympics Workshop of NeurIPS.
3d-multi-object-tracking autonomous-driving computer-vision kalman-filter robotics
Language:Python 373
commaai / rednose
Kalman filter library
computer-vision hacktoberfest kalman kalman-filter odometry slam
Language:Python 352
zziz / kalman-filter
Kalman Filter implementation in Python using Numpy only in 30 lines.
dynamic-systems filter kalman kalman-filter numpy python
Language:Python 331
mjs513 / FreeIMU-Updates
IMU - FreeIMU Library Zero Drift, Altitude & LSM303 Heading Stability
drift-free freeimu freeimu-library freeimu-serial imu imu-gui kalman-filter
Language:C++ 321
microprediction
microprediction / microprediction
If you can measure it, consider it predicted
nowcasting timeseries-forecasting time-series timeseries-analysis timeseries timeseries-database timeseries-data timeseries-prediction timeseries-clustering fbprophet pmdarima tsfresh hmmlearn kalman-filter tslearn filterpy online-algorithms keras
Language:Jupyter Notebook 317
lukstei / trading-backtest
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
backtest backtesting-engine cointegration cointegration-strategy finance java kalman-filter pairs-trading quantitative-finance quantitative-trading stock trading
Language:Java 316
artivis / kalmanif
A small collection of Kalman Filters on Lie groups
kalman-filter lie-groups lie-algebra extended-kalman-filters invariant-extended-kalman-filter unscented-kalman-filter filtering state-estimation robotics manif header-only cpp17 rauch-tung-striebel kalman-smoother
Language:C++ 312
btrack
quantumjot / btrack
Bayesian multi-object tracking
tracking-algorithm object-tracking kalman-filter optimization bayesian multi-object-tracking cell-tracking btrack
Language:Python 303
jerryxyx / AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
adaboost apt-model barra-model equity-markets factor-analysis factor-returns kalman-filter trading-strategies
Language:Jupyter Notebook 301
leech001 / MPU6050
STM32 HAL library for GY-521 (MPU6050) with Kalman filter
blackpill bluepill gy-521 hal i2c kalman kalman-filter mpu6050 peripheral stm32 stm32f103c8t6 stm32f401ccu6
Language:C 299
Hypercubesoft / HCKalmanFilter
HCKalmanFilter is Swift implementation of Kalman filter algorithm intended to solve problem with GPS tracking
gps-correction gps-tracker gps-tracking ios kalman kalman-filter kalman-filtering swift
Language:Swift 289
ewan-xu / pyaec
simple and efficient python implemention of a series of adaptive filters. including time domain adaptive filters(lms、nlms、rls、ap、kalman)、nonlinear adaptive filters(volterra filter、functional link adaptive filters)、frequency domain adaptive filters(frequency domain adaptive filter、frequency domain kalman filter) for acoustic echo cancellation.
acoustic-echo-cancellation adaptive-filters frequency-domain-filtering functional-link-adaptive-filter kalman-filter nonlinear-adaptive-filter python volterra-filter
Language:Python 285
mithi / fusion-ukf
An unscented Kalman Filter implementation for fusing lidar and radar sensor measurements.
kalman-filter lidar radar self-driving-car udacity unscented-kalman-filter
Language:C++ 269
LAMPSPUC / StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
state-space-models time-series kalman-filter julia-language statistics forecasting econometrics sarima time-series-analysis unobserved-components exponential-smoothing
Language:Julia 265
zhujun98 / sensor-fusion
Kalman filter, sensor fusion
kalman-filter self-driving-car-engineer sensor-fusion
Language:C++ 260
LIMO-Velo
Huguet57 / LIMO-Velo
A real-time, direct and tightly-coupled LiDAR-Inertial SLAM for high velocities with spinning LiDARs
slam velodyne 3d-mapping ouster hesai lidar-slam lidar-inertial-odometry kalman-filter
Language:C++ 246