Kalman filter code?

[Robin Becker]

In article <8mbna2$fav$1 at news.rz.uni-karlsruhe.de>, Bjoern Giesler
<un4e at rzstud1.rz.uni-karlsruhe.de> writes
>Hi,
>
>does anyone have a Python implementation of a Kalman filter? Otherwise, I'm
>going to write one... but I'd rather spare myself the work (and reading of
>papers) if there's already something out there.
>
>Regards,
>               --Björn
I did a lot of stuff on Kalman filters many years ago in Fortran. I
suppose you are talking either constant-system discrete/continuous time
filter discrete time time varying is harder and I never did the full
blown continuous time varying case.

You will certainly be needing NumPy.
-- 
Robin Becker