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state-estimation

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The programs written over the summer of 2021 while working for the University of Delaware's Information and Decision Sciences (IDS) Lab. For more information about the lab and its other projects, please visit https://sites.udel.edu/ids-lab/ . This repository and README will be updated somewhat reguarly as progress is made on these projects.

  • Updated Aug 25, 2021
  • Python

The `KalmanFilter` class implements the Kalman Filter algorithm for estimating the state of linear dynamic systems using noisy measurements. The class accepts system matrices, initial state, and covariance, and provides `predict` and `update` methods for state prediction and refinement based on new observations.

  • Updated Apr 25, 2023
  • Python

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