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.
Kalman Filter and Smoother Implementation for Radio Interferometric Gains Calibration. This library is part of the master's work by Brian Welman and serves as a 'proof-of-concept' tool for it.
