SaverΒΆ

This is a helper class designed to allow you to save the state of the Kalman filter for each epoch. Each instance variable is stored in a list when you call save().

This class is deprecated as of version 1.3.2 and will be deleted soon. Instead, see the class filterpy.common.Saver, which works for any class, not just a KalmanFilter object.

Example

saver = Saver(kf)
for i in range(N):
    kf.predict()
    kf.update(zs[i])
    saver.save()

saver.to_array() # convert all to np.array

# plot the 0th element of kf.x over all epoches
plot(saver.xs[:, 0])

Copyright 2015 Roger R Labbe Jr.

FilterPy library. http://github.com/rlabbe/filterpy

Documentation at: https://filterpy.readthedocs.org

Supporting book at: https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

This is licensed under an MIT license. See the readme.MD file for more information.

Kalman filter saver