Implementation of Kalman Filter with Python Language

Details Implementation of Kalman Filter with Python Language Implementation of Kalman Filter with Python Language

2012-04-02

arxiv.org/abs/1204.0375v1

Computer Science

Networking and Internet Architecture

The Python Papers (2009)

Scientific paper

In this paper, we investigate the implementation of a Python code for a Kalman Filter using the Numpy package. A Kalman Filtering is carried out in two steps: Prediction and Update. Each step is investigated and coded as a function with matrix input and output. These different functions are explained and an example of a Kalman Filter application for the localization of mobile in wireless networks is given.

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