Matlab kalman filter in python

Question

is there a filter function of kalman in Python that works in the same way as the Kalman function of matlab?

[kest] = kalman(sys,Qn,Rn)

The idea is that the function receives as parameters a space of states and the respective weight matrices (it is to implement an LQR controller)

Answer 1

You can use the pyKalman library. See the sin example followed by the filter example .

It is not exactly like Matlab but it is easy enough to use.

Answer 2

I finally found the ovtave source code for the kalman filter and implemented it in python. Anyway, thank you very much