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Programming language: Go
License: Apache License 2.0

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README

go-estimate: State estimation and filtering algorithms in Go

Build Status go.dev reference GoDoc License Go Report Card codecov

This package offers a small suite of basic filtering algorithms written in Go. It currently provides the implementations of the following filters and estimators:

In addition it provides an implementation of Rauch–Tung–Striebel smoothing for Kalman filter, which is an optimal Gaussian smoothing algorithm. There are variants for both LKF (Linear Kalman Filter) and EKF (Extended Kalman Filter) implemented in the smooth package. UKF smoothing will be implemented in the future.

Get started

Get the package:

$ go get github.com/milosgajdos/go-estimate

Get dependencies:

$ make dep

Run unit tests:

$ make test

You can find various examples of usage in go-estimate-examples.

TODO

Contributing

YES PLEASE!


*Note that all licence references and agreements mentioned in the go-estimate README section above are relevant to that project's source code only.