Gregor Boehl
KalmanFilter
FilterPy is a Python library that implements a number of Bayesian filters, most notably Kalman filters. I am writing it in conjunction with my book Kalman and Bayesian Filters in Python [1] , a free book written using Ipython Notebook, hosted on github, and readable via nbviewer. However, it implements a wide variety of functionality that is not described in the book.
As such this library has a strong pedalogical flavor. It is rare that I choose the most efficient way to calculate something unless it does not obscure exposition of the concepts of the filtering being done. I will always opt for clarity over speed. I do not mean to imply that this is a toy; I use it all of the time in my job.
Gregor Boehl