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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: ...
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### 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 ...