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146 points hugohadfield | 1 comments | | HN request time: 0.203s | source

This little project came about because I kept running into the same problem: cleanly differentiating sensor data before doing analysis. There are a ton of ways to solve this problem, I've always personally been a fan of using kalman filters for the job as its easy to get the double whammy of resampling/upsampling to a fixed consistent rate and also smoothing/outlier rejection. I wrote a little numpy only bayesian filtering/smoothing library recently (https://github.com/hugohadfield/bayesfilter/) so this felt like a fun and very useful first thing to try it out on! If people find kalmangrad useful I would be more than happy to add a few more features etc. and I would be very grateful if people sent in any bugs they spot.. Thanks!
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jcgrillo ◴[] No.41865327[source]
This is great! I've taken sort of a passive interest in this topic over the years, some papers which come to mind are [1] and [2] but I don't think I've seen a real life example of using the Kalman filter before.

[1] https://www.sciencedirect.com/science/article/abs/pii/002192...

[2] https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=924...

replies(2): >>41865554 #>>41871949 #
1. ◴[] No.41865554[source]