kalman fileter install

sudo apt-get install python-numpy python-scipy python-matplotlib ipython ipython-notebook python-pandas python-sympy python-nose

참고
http://blog.pistuffing.co.uk/tag/kalman/
http://pykalman.github.io/#
https://pypi.python.org/pypi/filterpy#downloads

scipy 관련 내용
http://www.scipy.org/install.html

설치-git (armv7 오류)
https://github.com/rlabbe/filterpy

칼만필터설치
http://pykalman.github.io/#installation
sudo pip install pykalman

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#!/usr/bin/env python

-- coding: utf-8 --

from pykalman import KalmanFilter
import numpy as np

kf = KalmanFilter(transition_matrices = [[1, 1], [0, 1]], observation_matrices = [[0.1, 0.5], [-0.3, 0.0]])
measurements = np.asarray([[1,0], [0,0], [0,1]]) # 3 observations
kf = kf.em(measurements, n_iter=5)
(filtered_state_means, filtered_state_covariances) = kf.filter(measurements)
(smoothed_state_means, smoothed_state_covariances) = kf.smooth(measurements)

print filtered_state_means
print ""
print smoothed_state_means

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