FilterPy
Python Kalman filtering and optimal estimation library
FilterPy is a Python library for Kalman filtering and related state-estimation methods. It implements standard, extended, and unscented Kalman filters, along with Kalman smoothers. The package also includes particle filters, least-squares filters, fading-memory filters, g-h filters, discrete Bayes methods, and H-infinity tools. Its code favors readability and close correspondence with the underlying equations.