1. Go to Package Manager in Canopy, then go to Canopy Command prompt
2. In CMD enter
pip install --upgrade https://pypi.python.org/packages/source/p/pykalman/pykalman-0.9.5.tar.gz
(Here you can find some python packages)
Editor
Now Write code in edit with kalman
1 from pykalman import KalmanFilter
2 import numpy as np
3 print 'start';
4
5 kf = KalmanFilter(transition_matrices = [[1, 1], [0, 1]], observation_matrices = [[0.1, 0.5], [-0.3, 0.0]])
6 measurements = np.asarray([[1,0], [0,0], [0,1]]) # 3 observations
7 kf = kf.em(measurements, n_iter=5)
8 (filtered_state_means, filtered_state_covariances) = kf.filter(measurements)
9 (smoothed_state_means, smoothed_state_covariances) = kf.smooth(measurements)
10
11 print '\nfiltered_state_means'
12 print filtered_state_means;
13 print '\nfiltered_state_covariances'
14 print filtered_state_covariances;
Here is out put
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