Filtering & Estimation

Examples demonstrating Kalman filters, particle filters, smoothers, and static estimation.

Kalman Filter Comparison: Linear KF vs EKF vs UKF performance on 1D tracking.

kalman_filter_comparison.py

Compare Linear Kalman Filter, EKF, and UKF performance

Filter Uncertainty Visualization: Visualize filter covariance ellipses and uncertainty propagation.

filter_uncertainty_visualization.py

Visualize filter covariance ellipses and uncertainty propagation

Advanced Filters: Extended Kalman Filter, Gaussian Sum Filter, and Rao-Blackwellized Particle Filter comparison.

advanced_filters_comparison.py

Constrained EKF, Gaussian Sum Filter, and Rao-Blackwellized Particle Filter

RTS Smoother vs Kalman Filter: Fixed-interval smoothing improves estimates using future measurements.

smoothers_information_filters.py

RTS smoother and information filter demonstrations

Particle Filter Tracking: Interactive visualization of particle filter with resampling.

particle_filters.py

Bootstrap particle filter with different resampling methods

Particle Filtering for Nonlinear Tracking: Tracking nonlinear trajectories using particle filter.

Static Position Estimation: Least squares, weighted least squares, and RANSAC estimation.

static_estimation.py

Weighted least squares, RANSAC, batch estimation