Filtering & Estimation ====================== Examples demonstrating Kalman filters, particle filters, smoothers, and static estimation. .. toctree:: :maxdepth: 1 kalman_filter_comparison filter_uncertainty_visualization advanced_filters_comparison smoothers_information_filters particle_filters static_estimation .. raw:: html
**Kalman Filter Comparison**: Linear KF vs EKF vs UKF performance on 1D tracking. .. list-table:: :widths: 30 70 :header-rows: 0 * - :download:`kalman_filter_comparison.py <../../../examples/kalman_filter_comparison.py>` - Compare Linear Kalman Filter, EKF, and UKF performance .. raw:: html
**Filter Uncertainty Visualization**: Visualize filter covariance ellipses and uncertainty propagation. .. list-table:: :widths: 30 70 :header-rows: 0 * - :download:`filter_uncertainty_visualization.py <../../../examples/filter_uncertainty_visualization.py>` - Visualize filter covariance ellipses and uncertainty propagation .. raw:: html
**Advanced Filters**: Extended Kalman Filter, Gaussian Sum Filter, and Rao-Blackwellized Particle Filter comparison. .. list-table:: :widths: 30 70 :header-rows: 0 * - :download:`advanced_filters_comparison.py <../../../examples/advanced_filters_comparison.py>` - Constrained EKF, Gaussian Sum Filter, and Rao-Blackwellized Particle Filter .. raw:: html
**RTS Smoother vs Kalman Filter**: Fixed-interval smoothing improves estimates using future measurements. .. list-table:: :widths: 30 70 :header-rows: 0 * - :download:`smoothers_information_filters.py <../../../examples/smoothers_information_filters.py>` - RTS smoother and information filter demonstrations .. raw:: html
**Particle Filter Tracking**: Interactive visualization of particle filter with resampling. .. list-table:: :widths: 30 70 :header-rows: 0 * - :download:`particle_filters.py <../../../examples/particle_filters.py>` - Bootstrap particle filter with different resampling methods .. raw:: html
**Particle Filtering for Nonlinear Tracking**: Tracking nonlinear trajectories using particle filter. .. raw:: html
**Static Position Estimation**: Least squares, weighted least squares, and RANSAC estimation. .. list-table:: :widths: 30 70 :header-rows: 0 * - :download:`static_estimation.py <../../../examples/static_estimation.py>` - Weighted least squares, RANSAC, batch estimation