rlabbe/filterpy

filterpy

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Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

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Python · MIT · Last push 2026-10-27

Official repository & installation ↗

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Get the project

git clone https://github.com/rlabbe/filterpy.git

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