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rlabbe/Kalman-and-Bayesian-Filters-in-Python

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Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

33 mentions on Hacker News by 28 people: 6 stories, 27 comments · first 2015-08-11 · latest 2025-02-13

Mentions per year 33 mentions · busiest year 2016 (4)
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  1. I've found this "book" (series of jupyter notebooks) to be a fantastic course on the Kalman filter from basics to advanced topics. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by gradascent · 2025-02-13 · in Basis of the Kalman Filter [pdf]
  2. The best resource is almost always this: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... Even if you aren't a python person, it's fantastic and really goes through everything.
    comment by zipy124 · 2025-01-19 · in Kalman Filter Tutorial
  3. ▲ 3
    Kalman-and-Bayesian-Filters-in-Python
    story by f1shy · 2025-01-19 · 0 comments
  4. Every time that one comes up, this one comes up https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... (and vice versa)
    comment by jtrueb · 2025-01-18 · in Kalman Filter Tutorial
  5. ▲ 16
    Kalman and Bayesian Filters in Python
    story by dsego · 2024-08-25 · 1 comment
  6. A fantastic interactive introduction to Kalman filters can be found on the following repo: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... It explains them from first principles and provides the intuitive rationale for them…
    comment by wcrossbow · 2024-03-26 · in The Kalman Filter
  7. No thread on Kalman Filters is complete without a link to this excellent learning resource, a book written as a set of Jupyter notebooks: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... That book mentions alpha-beta filters…
    comment by girzel · 2024-02-12 · in Kalman Filter Explained Simply
  8. See also: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by lucan · 2023-10-14 · in Kalman filter from the ground up
  9. If you know a bit of Python and you find it sometimes tough to grind through a textbook, take a look here: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... Interactive examples programmed in Jupyter notebooks.
    comment by mlsu · 2023-08-02 · in A non-mathematical introduction to Kalman filters for programmers
  10. Complementary to this, if you are looking for a thorough, mathematical introduction to Kalman Filters and family, I will highly recommend this book[1] - Written by a software engineer who had to implement kalman filters for his job. How he…
    comment by hazrmard · 2023-08-02 · in A non-mathematical introduction to Kalman filters for programmers
  11. Thank you, very good resource! Timely too, as I am revising this topic. My work is mostly in python. I found this interactive book using Jupyter that explains Kalman filters from first principles. https://github.com/rlabbe/Kalman-and-Bayesi…
    comment by hazrmard · 2023-06-08 · in Kalman Filter for Beginners
  12. This article is fantastic. For those who have some familiarity with Python, I found this to be a great resource for Kalman Filtering: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by rland · 2021-12-07 · in How a Kalman filter works, in pictures
  13. ▲ 2
    Ask HN: What is a good resource for learning GR for an applied learner?
    story by DarmokJalad1701 · 2021-03-18 · 0 comments
  14. At the risk of sounding pompous and self-serving, try my book, I tried really hard to give the plain language explanation, and to build knowledge through intuition and thought experiments. https://github.com/rlabbe/Kalman-and-Bayesian-Filte…
    comment by RogerL · 2021-03-06 · in Kalman Filter
  15. Some Kalman filter links I found useful How a Kalman filter works, in pictures https://www.bzarg.com/p/how-a-kalman-filter-works-in-picture... Derive yourself a Kalman filter https://ngr.yt/blog/kalman/ Kalman and Bayesian Filters in…
    comment by magicalhippo · 2021-03-06 · in Kalman Filter
  16. ▲ 2
    Kalman and Bayesian Filters in Python, Written Using Juptyer Notebook
    story by ColinWright · 2020-08-09 · 0 comments
  17. …conciseness. The presentation is similar to the (nice yet more verbose) notebook "01-g-h-filter.ipynb" in github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/
    comment by woko · 2020-07-25 · in How a Kalman filter works, in pictures
  18. If you want to learn Kalman Filter in depth then I can recommend the open source interactive book Kalman and Bayesian Filters in Python https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by msadowski · 2020-07-25 · in How a Kalman filter works, in pictures
  19. I recommend this article frequently when someone is looking to learn about Kalman filters. It's got some nice I intuition building descriptions. I also like https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by timeinput · 2020-07-25 · in How a Kalman filter works, in pictures
  20. here you go https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by mlevental · 2019-07-31 · in Introduction to Bayesian Filter
  21. ▲ 234
    Kalman and Bayesian Filters in Python (2018)
    story by r0f1 · 2019-04-16 · 12 comments
  22. Control or spatial-related DSP has a lot of geometry going on and it's really hard to get with a good working knowledge. I don't know if there's a short path. Start with a good linear algebra course maybe in parallel to actually trying to…
    comment by pvarangot · 2019-02-10 · in Modern Robotics: Mechanics, Planning, and Control – Free Textbook (2017)
  23. This is a great book about Kalman & Bayesian filters. It provides alternative approaches and goes deep in explanation of algorithms. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by jomakasi · 2019-01-27 · in Game Loop
  24. I posted this a few days ago, but I think it's the best intro to Kalman filters I've ever seen: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by shaklee3 · 2018-03-14 · in Quick explanation of how a Kalman filter works
  25. Another absolutely fantastic resource is this Jupyter Notebook based textbook on Kalman Filters and related topics: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... An addition to your correction: there are many other ways…
    comment by bcaine · 2018-03-13 · in Quick explanation of how a Kalman filter works
  26. ▲ 4
    Kalman and Bayesian filters in Python
    story by shaklee3 · 2018-02-25 · 0 comments
  27. You are not alone! From what I've seen many people struggle with Kalman filters. If you want to build in depth understanding of them I heard lots of good things about this online book: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-i…
    comment by msadowski · 2018-01-30 · in PID Without a PhD (2016) [pdf]
  28. FWIW my first encounter with a Bayesian explanation of Kalman filters was this series: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by edwintorok · 2017-01-31 · in Kalman filters and functional programming
  29. My favorite explanation of Kalman filters is this tutorial in Python: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... It's geared towards software engineers and doesn't assume much math background. Highly recommend.
    comment by abeinstein · 2016-10-06 · in Kalman Filter via a Simple and Intuitive Derivation [pdf]
  30. FYI: I was reading the README to understand what Kalman Filters are. This section seems to end abruptly mid-sentence at "You might imagine" without explaining what Kalman filters are: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in…
    comment by undershirt · 2016-07-06 · in Rudolf Kálmán Has Died
  31. If you are interested in learning about them in depth, I'll toot my own horn and point you to my interactive book on them: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt... It uses Jupyter Notebooks to run code in the…
    comment by RogerL · 2016-07-06 · in Rudolf Kálmán Has Died
  32. I'd like to add Roger Labbe's free book "Kalman and Bayesian Filters in Python" to the mix. Along with Thrun (which he cited to point me at), this is the resource that finally drove it home for me. https://github.com/rlabbe/Kalman-and-Bayes…
    comment by rboyd · 2016-04-25 · in How Kalman Filters Work
  33. I'll be shameless and point you to my book on Kalman filtering which I wrote in IPython Notebook, which allows you to experiment within your browser. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Pyt...
    comment by RogerL · 2015-08-11 · in The magic of the Kalman filter, in pictures