Module Expr Str ImportFrom alias alias alias alias alias alias alias ClassDef bases NameLoad body Expr Str FunctionDef arguments args NameParam NameParam NameParam NameParam NameParam defaults NameLoad body Expr Str Assert CompareEq Call NameLoad NameLoad Call NameLoad NameLoad Assert CompareGt NameLoad Num Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr Call NameLoad NameLoad Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Expr Str Return AttributeLoad NameLoad attr decorator_list NameLoad FunctionDef arguments args NameParam defaults body Expr Str Return AttributeLoad NameLoad attr decorator_list NameLoad FunctionDef arguments args NameParam NameParam defaults Num body Expr Str For NameStore AttributeLoad NameLoad attr body Expr Call AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam NameParam NameParam NameParam defaults NameLoad NameLoad body Expr Str For TupleStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr body Expr Call AttributeLoad NameLoad attr NameLoad NameLoad NameLoad AugAssignMult SubscriptStore AttributeLoad NameLoad attr Index NameLoad AttributeLoad NameLoad attr AugAssignDiv AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad AttributeLoad SubscriptLoad AttributeLoad NameLoad attr Index Num attr attr Assign NameStore CompareEq AttributeLoad AttributeLoad SubscriptLoad AttributeLoad NameLoad attr Index Num attr attr Num If NameLoad body Assign AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr For TupleStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr body AugAssignAdd AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr NameLoad orelse Assign AttributeStore NameLoad attr Call NameLoad TupleLoad AttributeLoad NameLoad attr Num For TupleStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr body Assign AttributeStore NameLoad attr Call NameLoad TupleLoad AttributeLoad NameLoad attr Num AugAssignAdd AttributeStore NameLoad attr Call NameLoad AttributeLoad NameLoad attr NameLoad For TupleStore NameStore NameStore NameStore Call NameLoad AttributeLoad NameLoad attr AttributeLoad NameLoad attr AttributeLoad NameLoad attr body Assign NameStore BinOpSub AttributeLoad NameLoad attr NameLoad AugAssignAdd AttributeStore NameLoad attr BinOpMult NameLoad BinOpAdd Call NameLoad NameLoad NameLoad AttributeLoad NameLoad attr decorator_list decorator_list
N/A N/A Copyright 2015 Roger R Labbe Jr.

FilterPy library.
http://github.com/rlabbe/filterpy

Documentation at:
https://filterpy.readthedocs.org

Supporting book at:
https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

This is licensed under an MIT license. See the readme.MD file
for more information.
 numpy array asarray dot ones outer sum zeros MMAEFilterBank N/A object N/A N/A  Implements the fixed Multiple Model Adaptive Estimator (MMAE). This
    is a bank of independent Kalman filters. This estimator computes the
    likelihood that each filter is the correct one, and blends their state
    estimates weighted by their likelihood to produce the state estimate.

    Examples
    --------

    ..code:
        ca = make_ca_filter(dt, noise_factor=0.6)
        cv = make_ca_filter(dt, noise_factor=0.6)
        cv.F[:,2] = 0 # remove acceleration term
        cv.P[2,2] = 0
        cv.Q[2,2] = 0

        filters = [cv, ca]
        bank = MMAEFilterBank(filters, p=(0.5, 0.5), dim_x=3)

        for z in zs:
            bank.predict()
            bank.update(z)

    References
    ----------

    Zarchan and Musoff. "Fundamentals of Kalman filtering: A Practical
    Approach." AIAA, third edition.

     __init__ N/A N/A self filters p dim_x H N/A None N/A N/A  Creates an fixed MMAE Estimator.

        Parameters
        ----------

        filters : list of Kalman filters
            List of Kalman filters.

        p : list-like of floats
           Initial probability that each filter is the correct one. In general
           you'd probably set each element to 1./len(p).

        dim_x : float
            number of random variables in the state X

        H :
         N/A N/A N/A len filters N/A len p N/A N/A dim_x 0 N/A N/A self filters filters N/A N/A self p N/A asarray p N/A N/A self dim_x dim_x N/A N/A self _x None N/A x N/A N/A self N/A N/A N/A  The estimated state of the bank of filters. N/A N/A self _x N/A property P N/A N/A self N/A N/A N/A  Estimated covariance of the bank of filters. N/A N/A self _P N/A property predict N/A N/A self u N/A 0 N/A N/A  Predict next position using the Kalman filter state propagation
        equations for each filter in the bank.

        Parameters
        ----------

        u : np.array
            Optional control vector. If non-zero, it is multiplied by B
            to create the control input into the system.
         N/A f N/A self filters N/A N/A N/A N/A f predict u N/A update N/A N/A self z R H N/A None None N/A N/A 
        Add a new measurement (z) to the Kalman filter. If z is None, nothing
        is changed.

        Parameters
        ----------

        z : np.array
            measurement for this update.

        R : np.array, scalar, or None
            Optionally provide R to override the measurement noise for this
            one call, otherwise  self.R will be used.

        H : np.array,  or None
            Optionally provide H to override the measurement function for this
            one call, otherwise  self.H will be used.
         N/A N/A i f N/A enumerate N/A self filters N/A N/A N/A N/A f update z R H N/A N/A N/A self p N/A i N/A f likelihood N/A N/A self p N/A sum N/A self p N/A N/A self _P N/A zeros N/A N/A N/A N/A self filters N/A 0 P shape N/A is_row_vector N/A N/A N/A N/A N/A self filters N/A 0 x ndim 1 N/A is_row_vector N/A N/A N/A self _x N/A zeros N/A self dim_x N/A N/A f p N/A zip N/A self filters N/A self p N/A N/A N/A self _x N/A dot N/A f x p N/A N/A N/A self _x N/A zeros N/A N/A self dim_x 1 N/A N/A f p N/A zip N/A self filters N/A self p N/A N/A N/A self _x N/A zeros N/A N/A self dim_x 1 N/A N/A self _x N/A dot N/A f x p N/A N/A x f p N/A zip N/A self _x N/A self filters N/A self p N/A N/A y N/A N/A f x x N/A N/A self _P N/A p N/A N/A outer y y N/A f P N/A N/A