Kalman Filter in Python

This is a basic example of how Kalman filter works in Python. I do plan on refactoring and expanding this repo in the future.

A great series on Kalman Filters which I have been following can be found here. The example I'm using can also be found in the same video.

Simply run:

python kalman.py

to get started. A plot should be generated with sensor and predicted values. The true value (assumed to be unknown) is 72.