Python library for recursive Bayesian estimation (Bayesian filtering)
PyBayes is an object-oriented Python library for recursive Bayesian estimation (Bayesian filtering) that is convenient to use. Already implemented are Kalman filter, particle filter and marginalized particle filter, all built atop of a light framework of probability density functions. PyBayes can optionally use Cython for lage speed gains (Cython build can be several times faster in some situations).
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