# -*- coding: utf-8 -*- """ Created on Thu Jun 18 09:16:54 2015 @author: rlabbe """ from filterpy.kalman import KalmanFilter kf = KalmanFilter(1, 1) kf.x[0,0] = 1. kf.P = np.ones((1,1)) kf.H = np.array([[2.]]) kf.F = np.ones((1,1)) kf.R = 1 kf.Q = 0 kf.predict() kf.update(2)