Data-Driven Kalman Filters (dd_kalman)

Colab Demo

Implemented Papers

• https://arxiv.org/abs/2210.14878
• https://www.arxiv.org/abs/2002.05141

Setup

pip install .

Examples

python3 examples/example1.py

Mass = 20 kg
Damping Coefficient = 4 N/(ms^-1)
Spring Stiffness = 2 N/m
Force = 10 N
Number of Mass-Spring-Damper System in Series = 3

Response

Response y

Training loss

Kalman Gain vs ARE solution

MSE Kalman Gain for different n_series

Filters for Audio file

Comparison

Acknowledgements

• Amir Taghvaei (AA Department)