Extended-Kalman-Implementation-in-Python

IMPORTANT NOTE: First, thoroughly read the license in the file called LICENSE.md!

The posted code files implement the extended (nonlinear) Kalman filter in Python. The webpage tutorials explaining the basics of the extended Kalman filter and the posted codes are given below.

Part 1: Derivation of the extended Kalman filter

https://aleksandarhaber.com/extended-kalman-filter-tutorial-with-disciplined-python-codes/

Part 2: Python implementation of the extended Kalman filter

https://aleksandarhaber.com/extended-kalman-filter-tutorial-with-example-and-disciplined-python-codes-part-ii-python-codes/

Explanation of the code files:

"ExtendedKalmanFilter.py" - class that implements the extended Kalman filter

"driverCode.py" - driver code that explains how to use the written class.