[SciPy-user] Is anybody working on a toolbox for Kalman filtering and derivative ?

[David Cournapeau]

Hi,

    I wanted to know if anyone is developing, or know a toolbox for 
kalman filtering and derivative (particle filter, non linear kalman, 
etc...) ? I am working right now on (simple, linear, Gaussian) Kalman 
filtering, would like to extend it, and I thought it would be a great 
addition to scipy, and I would like to avoid duplicating works,

    David