Na.kalman in python

>>> from pykalman import KalmanFilter
>>> import numpy as np
>>> kf = KalmanFilter(transition_matrices = [[1, 1], [0, 1]], observation_matrices = [[0.1, 0.5], [-0.3, 0.0]])
>>> measurements = np.asarray([[1,0], [0,0], [0,1]])  # 3 observations
>>> kf = kf.em(measurements, n_iter=5)
>>> (filtered_state_means, filtered_state_covariances) = kf.filter(measurements)
>>> (smoothed_state_means, smoothed_state_covariances) = kf.smooth(measurements)

Source: pykalman.github.io

Similar codes

0 vote134 views1 answer
Python append null to array
Python
0 vote134 views1 answer
Mean absolute error percentage python
Python
0 vote138 views1 answer
Python enforcing class variables in subclass
Python
0 vote133 views1 answer
Create bootable usb apple
Python
0 vote149 views1 answer
Pong code python
Python
0 vote176 views1 answer
Django queryset with multiple contain keyword
Python Django
2 votes133 views3 answers
Condition python
Python
36 votes134 views6 answers
Remove letter from string python
Python
3 votes239 views5 answers
India
Python
0 vote136 views1 answer
Convert exception to string python
Python