# \#kalman

**URL:** https://discourse.julialang.org/tag/kalman/205.md

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## [Force MTK to generate explicit ODEs?](https://discourse.julialang.org/t/force-mtk-to-generate-explicit-odes/135245)

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**Author:** [@benjamin](https://discourse.julialang.org/u/benjamin)\
**Replies:** 9\
**Last updated:** [January 29, 2026, 1:30pm UTC](https://discourse.julialang.org/t/force-mtk-to-generate-explicit-odes/135245 "2026-01-29T13:30:05Z")

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Hi! I am using ModelingToolkit.jl to model a physical system. The compiler generates an index-1 DAE, which works great for simulation. However, I need to use a standard Kalman Filter, which requires a minimal state-spa…

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## [Optimization Based Kalman Filters](https://discourse.julialang.org/t/optimization-based-kalman-filters/131937)

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**Author:** [@langestefan](https://discourse.julialang.org/u/langestefan)\
**Replies:** 6\
**Last updated:** [August 29, 2025, 12:19pm UTC](https://discourse.julialang.org/t/optimization-based-kalman-filters/131937 "2025-08-29T12:19:03Z")

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I was wondering if we have any reference implementations or packages that implement (convex) optimization based kalman filters. Such as discussed in this paper by Boyd: Real-Time Convex Optimization in Signal Processing …

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## [Covariance Optimization for Joint estimation using UKF](https://discourse.julialang.org/t/covariance-optimization-for-joint-estimation-using-ukf/129677)

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**Author:** [@vh94](https://discourse.julialang.org/u/vh94)\
**Replies:** 5\
**Last updated:** [June 16, 2025, 9:08am UTC](https://discourse.julialang.org/t/covariance-optimization-for-joint-estimation-using-ukf/129677 "2025-06-16T09:08:14Z")

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Hello, I am using an Unscented Kalman Filter to perform a joint state and parameter estimation. I am trying to improve the accuracy of the parameters estimation foremost ( fit to the measured data is less important) . F…

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## [LowLevelParticleFilters compatibility with ComponentArrays](https://discourse.julialang.org/t/lowlevelparticlefilters-compatibility-with-componentarrays/129830)

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**Author:** [@martincornejo](https://discourse.julialang.org/u/martincornejo)\
**Replies:** 4\
**Last updated:** [June 12, 2025, 2:51pm UTC](https://discourse.julialang.org/t/lowlevelparticlefilters-compatibility-with-componentarrays/129830 "2025-06-12T14:51:37Z")

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I’m developing a Kalman Filter for a system that is made up of many components. Since the model is somewhat big I was hoping to use a ComponentArray to extract individual system (and subsystem) states from the state vec…

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## [Square-Root Kalman-Filter: Calculate only upper triangular of QR-decomposition](https://discourse.julialang.org/t/square-root-kalman-filter-calculate-only-upper-triangular-of-qr-decomposition/55621)

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**Author:** [@zsoerenm](https://discourse.julialang.org/u/zsoerenm)\
**Replies:** 9\
**Last updated:** [August 8, 2024, 1:23pm UTC](https://discourse.julialang.org/t/square-root-kalman-filter-calculate-only-upper-triangular-of-qr-decomposition/55621 "2024-08-08T13:23:54Z")

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I’m implementing the Square-Root Kalman-Filter similar to this python implementation: Python - Square-Root Kalman-Filter The implementation calculates the QR-decomposition, but it only needs the upper triangular matrix…

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## [\[ANN\] KalmanFilters.jl](https://discourse.julialang.org/t/ann-kalmanfilters-jl/63700)

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**Author:** [@zsoerenm](https://discourse.julialang.org/u/zsoerenm)\
**Replies:** 5\
**Last updated:** [December 4, 2022, 4:50pm UTC](https://discourse.julialang.org/t/ann-kalmanfilters-jl/63700 "2022-12-04T16:50:16Z")

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I’m pleased to announce KalmanFilters.jl. Currently it supports the following filter types: (Square Root) Kalman Filter ((SR-)KF) (Square Root) Unscented Kalman Filter ((SR-)UKF) (Square Root) Augment Unscented Kalman…

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## [Smoothing tracks with a Kalman filter](https://discourse.julialang.org/t/smoothing-tracks-with-a-kalman-filter/24209)

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**Author:** [@yakir12](https://discourse.julialang.org/u/yakir12)\
**Replies:** 35\
**Last updated:** [May 5, 2022, 3:54pm UTC](https://discourse.julialang.org/t/smoothing-tracks-with-a-kalman-filter/24209 "2022-05-05T15:54:23Z")

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Hi all, I have videos of dung beetles rolling balls of dung: The pixel coordinates of the beeltes’ locations (x,y per time) have been extracted from these videos. Using the calibrations of these videos, the pixel coo…

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## [\[ANN\] State estimation with LowLevelParticleFilters.jl](https://discourse.julialang.org/t/ann-state-estimation-with-lowlevelparticlefilters-jl/79422)

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**Author:** [@baggepinnen](https://discourse.julialang.org/u/baggepinnen)\
**Replies:** 4\
**Last updated:** [April 17, 2022, 6:39pm UTC](https://discourse.julialang.org/t/ann-state-estimation-with-lowlevelparticlefilters-jl/79422 "2022-04-17T18:39:36Z")

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LowLevelParticleFilters.jl is a library for state estimation, that is, given measurements y(t) from a dynamical system with inputs u(t), estimate the state vector x(t). Throughout, we assume discrete-time dynamics on the…

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## [Help implement Kalman filter](https://discourse.julialang.org/t/help-implement-kalman-filter/8718)

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**Author:** [@yakir12](https://discourse.julialang.org/u/yakir12)\
**Replies:** 16\
**Last updated:** [February 3, 2018, 7:12am UTC](https://discourse.julialang.org/t/help-implement-kalman-filter/8718 "2018-02-03T07:12:27Z")

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Hi all! I have a specific problem that I think lends itself to a Kalman filter. Since I’ve never used a Kalman filter before and I’m not sure how exactly I could apply it on my data, I thought I’d reach-out here. My da…