This repo contains python prototypes for a family of adaptive filters.
Kalman filter is used as a base filtering algoritm and H-infinity filter as fallback algoritm in case of Kalman filter divergence.
We've used filterpy library code for documentation and API design. In fact ExtendedKalmanFilter is the base class for two of four filters in this repo.
We've also used Kalman and Bayesian Filters in Python book code for tests and plots.