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starman: state estimation library | ||
================================= | ||
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.. toctree:: | ||
:maxdepth: 2 | ||
:hidden: | ||
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kalman | ||
reference | ||
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The starman library implements state estimation algorithms for tracking the | ||
hidden state of a system given noisy observations. Take a look at the | ||
:doc:`reference` for all he gory details. | ||
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Features | ||
-------- | ||
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A flexible Kalman filter implementation is provided via the | ||
:py:class:`starman.KalmanFilter` class. Use a Kalman filter to estimate the | ||
hidden state of a linear system in the presence of Gaussian noise. | ||
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Kalman filters are "online"; they provide estimates of the current state of the | ||
system given past measurements. If you have all the measurements available to | ||
you, you can use an "offline" method which estimates the state at each time | ||
instant given all past *and* future measurements. A Rauch-Tung-Striebel (RTS) | ||
smoother uses the Kalman filter outputs and recursively computes this "all data" | ||
estimate. The :py:func:`rts_smooth` function provides a RTS implementation. | ||
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See :doc:`kalman` for more details and example code. | ||
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Why "starman"? | ||
-------------- | ||
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Starman implements the Kalman filter. The Kalman filter was used for trajectory | ||
estimation in the Apollo spaceflight programme. Starman is thus a blend of | ||
"star", signifying space, and "Kalman". That and "kalman" was already taken as a | ||
package name on the PyPI. |
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Reference | ||
========= | ||
Programmer's Reference | ||
====================== | ||
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.. autoclass:: starman.KalmanFilter | ||
:members: | ||
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