Kalman Filter
The KalmanFilter class implements a Kalman filter for linear systems. The filter can be used to estimate the state of a linear system given noisy measurements. The filter can be configured for an arbitrary number of states and measurements. You can also specify the process noise and measurement noise covariances.
To use the filter, you must first create an instance of the KalmanFilter class, then call the predict and update methods to estimate the state of the system. To get the current state estimate, call the get_state method.