Particle filtering and Sequential Monte Carlo methods in Python
Project description
particlefilterbox
Particle filtering and Sequential Monte Carlo methods for state estimation.
Installation
pip install -e ".[dev]"
Quick Start
from particlefilterbox.core import ParticleCloud, PFConfig
from particlefilterbox.resampling import systematic
config = PFConfig(n_particles=1000, resampling='systematic')
cloud = ParticleCloud(n_particles=1000, k_states=1)
cloud.set_uniform_weights()
indices = systematic(cloud.normalized_weights)
cloud.resample(indices)
License
MIT
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