Kalman Filter Python Packages

simdkalman

Python Kalman filters vectorized as Single Instruction, Multiple Data

norfair

Lightweight Python library for adding real-time multi-object tracking to any detector.

dynamax

A Python package for probabilistic state space modeling with JAX

pypose

A library for differentiable robotics on manifolds.

imusensor

Python library for communication between raspberry pi and MPU9250 imu

microprediction

If you can measure it, consider it predicted

motpy

Library for tracking-by-detection multi object tracking implemented in python

btrack

Bayesian multi-object tracking

norfair-rs

Fast object tracking library - Rust implementation of norfair

particles

Sequential Monte Carlo in python

orbdetpy

Orbit Determination with Python

thevenin

Equivalent circuit models in Python

tracklib

tracklib library provides a variety of tools, operators and functions to manipulate GPS trajectories

norfair-enough

Lightweight Python library for adding real-time multi-object tracking to any detector. Maintained fork of tryolabs/norfair.

tsa-course

Book and material for the course "Time series analysis with Python" (STA-2003)

pure-ab-3d-mot

The gist of the AB3DMOT (a base-line of 3D multiple-object tracking).

rts-smoother

High-performance Rauch–Tung–Striebel Kalman smoother for the local level model

stock-pairs-trading

stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

kalman-estimation

:books::watermelon: Kalman Filter for ARX or NARX models' parameters estimation.

video-behavior-tracking

Python package to track position, velocity, head direction from video for Loren Frank datasets

motrainer

Parallel Training Measurement Operators (MO) for Data Assimilation (DA) Applications

artan

Online latent state estimation with Apache Spark.

jquants-pairs-trading

jquants-pairs-trading is a python library for backtest with japanese stock pairs trading using kalman filter, J-Quants on Python 3.8 and above.

kalbee

A clean, modular Python implementation of Kalman Filters and estimation algorithms.