Kalman filter and his friends

Main Info:

  • Kalman Filter and Extensions
  • 💡 Description
  • 📌 Algorithms Implemented
  • 🔗 Related Work
  • 📚 Tech Stack
  • 👨‍💻 Usage
  • 📬 Links

Theoretical Background:

  • Why Should DL Researchers Care about Kalman Filters?
  • Theoretical Background
  • Algorithm
  • Kalman Gain
  • Non-Linear Kalman Filters
  • Our Framework

Get Started:

  • Installation

Packages:

  • Filters
  • Extended Kalman Filter
  • Unscented Kalman Filter
  • Variational Kalman Filter
  • Deep Kalman Filter
  • Gaussian
Kalman filter and his friends
  • Overview: module code

All modules for which code is available

  • kalman.extended
  • kalman.filters
  • kalman.gaussian
  • kalman.unscented
  • kalman.vkf
  • overrides
  • torch

© Copyright 2025, Matvei Kreinin, Maria Nikitina, Petr Babkin, Anastasia Voznyuk.

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