kalman-filter

Kalman filter (and Extended Kalman Filter) Multi-dimensional implementation in Javascript

v2.3.0 URL: https://unpkg.com/kalman-filter@2.3.0/index.js

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kalman filter kalmanfilter kalman-filter extended extended-kalman-filter extended-kalmanfilter extended-kalman extended-filter constant speed acceleration dynamic model tracking math smoothing multi-dimension noise linear dynamic models forward smoothing online forward-backward smoothing autocovariance correlation covariance