SquareRootKalmanFilter ====================== Introduction and Overview ------------------------- This implements a square root Kalman filter. No real attempt has been made to make this fast; it is a pedalogical exercise. The idea is that by computing and storing the square root of the covariance matrix we get about double the significant number of bits. Some authors consider this somewhat unnecessary with modern hardware. Of course, with microcontrollers being all the rage these days, that calculus has changed. But, will you really run a Kalman filter in Python on a tiny chip? No. So, this is for learning. ------- .. automodule:: filterpy.kalman Square Root Kalman Filter .. autoclass:: SquareRootKalmanFilter :members: .. automethod:: __init__