Matěj Laitl

PyBayes is an object-oriented Python library for recursive Bayesian estimation (Bayesian filtering) that is convenient to use. Already implemented are Kalman filter, particle filter and marginalized particle filter, all built atop of a light framework of probability density functions. PyBayes can ... [More] optionally use Cython for lage speed gains (Cython build is several times faster). [Less]

Cython helper for linear algebra with typed memoryviews built atop of Eigen C++ library