Search Results for "recursive least squares filter"

statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are available for each estimator. The results are tested against existing statistical packages to ensure that they are correct. The package is released under the open source Modified BSD (3-clause) license. Generalized linear models with support for all...

The libRSF is an open source C++ library that provides several components that are required to estimate the state of a (robotic) system based on probabilistic methods. By applying the factor graph concept, well known from Graph SLAM, libRSF provides a robust solution for many sensor fusion problems. The general idea of factor graphs is to describe the state estimation problem as a graph of nodes (the state variables) that are connected by factors (measurements). The resulting graph...

LibNav is a library providing general algorithms for navigation and positioning. It includes datum conversions, reference systems conversions, vector and matrix operations, Least-Mean-Squares, Kalman Filter, Runge-Kutta, statistical tools and more.