[SciPy-user] fast exponential/kalman filter with numpy/scipy ?

Robert kxroberto at googlemail.com
Thu Nov 23 08:30:22 EST 2006


Robert wrote:
> how can I compute a exponential/kalman filter/exponential moving average fast without python looping? - Robert

(simplemost case with iso time steps; its just about the fast execution of   w=v*alpha+w_last*(1-alpha)  without looping




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