Bayesian Filtering Python Packages

awesomepkf

Python library for pairwise Kalman filtering and smoothing on Gaussian pairwise Markov models: linear PKF, nonlinear EPKF/UPKF/PPF, six equivalent linear smoothers, EM learning and back-action tests. Reference code for two companion papers.

bayesfilter

Lightweight NumPy-only EKF, UKF, Bayesian filtering and Rauch-Tung-Striebel (RTS) smoothing for Python

pyest

Python library for adaptive Gaussian mixture state estimation. Useful for navigation and tracking in nonlinear non-Gaussian systems. Capable of incorporating negative information and other imprecise evidence.

baysil

Bayesian Sequential Inference Library for State-Space Models

pyrecest

Recursive Bayesian estimation, filtering, and tracking on Euclidean spaces and manifolds in Python.

tfilterspy

Python library for implementing state-of-the-art Bayesian filtering techniques like Kalman Filters and Particle Filters.