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How to estimate and determine the confidence level of the presence of an object with respect to another object?

I'm working on a university project to estimate the confidence (And therefore, the change in confidence) of the presence an area of given dimensions with respect to positions obtained from a moving ...
154 views

Kalman Filter with MLE giving bad estimates

I am trying to learn and implement the Kalman filter. Yesterday I successfully implemented a non linear kalman filter of the form: $$x_t = a(x_{t-1}) + u_t \\ y_t = Gy_{t-1} + v_t$$ $u_t$ and $v_t$...
17k views

How to use a Kalman filter?

I have a trajectory of an object in a 2D space (a surface). The trajectory is given as a sequence of (x,y) coordinates. I know that my measurements are noisy and ...
2k views

Implementing the Bayesian Information Criterion (BIC) Using PyKalman

I'm trying to use pykalman to do a Kalman filter on financial data and it seems to be generally working very well. However, when I attempt to extend the code using BIC \$\mathrm{BIC} = {-2 \cdot \ln{\...
3k views

Kalman Filter Expectation Maximization

I'm not very familiar with the EM algorithm for the Kalman Filter. I've been using pykalman to do my analysis in Python. The package comes with a simple EM algo: ...
5k views

Kalman filter with control inputs in python? [closed]

i am trying to fit a simple kalman filter with input controls (in this case step input) in python. i am using filterpy (http://filterpy.readthedocs.org/). my code is: ...
144 views

linearity of a time series

I am currently trying to correct forecast data using Kalman filter (python). I do not know where to start. I wanted to know how can I do a test to Know if my time series is linear or non linear? Is ...