MMAE Filter Bank ================ needs documentation.... **Example** .. code:: from filterpy.kalman import MMAEFilterBank pos, zs = generate_data(120, noise_factor=0.2) z_xs = zs[:, 0] t = np.arange(0, len(z_xs) * dt, dt) dt = 0.1 filters = [make_cv_filter(dt), make_ca_filter(dt)] H_cv = np.array([[1., 0, 0], [0., 1, 0]]) H_ca = np.array([[1., 0., 0.], [0., 1., 0.], [0., 0., 1.]]) bank = MMAEFilterBank(filters, (0.5, 0.5), dim_x=3, H=(H_cv, H_ca)) xs, probs = [], [] for z in z_xs: bank.predict() bank.update(z) xs.append(bank.x[0]) probs.append(bank.p[0]) plt.subplot(121) plt.plot(xs) plt.subplot(122) plt.plot(probs) ------- .. automodule:: filterpy.kalman .. autoclass:: MMAEFilterBank :members: .. automethod:: __init__