kalbee 0.1.0__tar.gz

kalbee-0.1.0/LICENSE

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
+      communication on electronic mailing lists, source code control systems,
+      and issue tracking systems that are managed by, or on behalf of, the
+      Licensor for the purpose of discussing and improving the Work, but
+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
+
+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
+      subsequently incorporated within the Work.
+
+   2. Grant of Copyright License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
+      publicly display, publicly perform, sublicense, and distribute the
+      Work and such Derivative Works in Source or Object form.
+
+   3. Grant of Patent License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
+      Contribution(s) alone or by combination of their Contribution(s)
+      with the Work to which such Contribution(s) was submitted. If You
+      institute patent litigation against any entity (including a
+      cross-claim or counterclaim in a lawsuit) alleging that the Work
+      or a Contribution incorporated within the Work constitutes direct
+      or contributory patent infringement, then any patent licenses
+      granted to You under this License for that Work shall terminate
+      as of the date such litigation is filed.
+
+   4. Redistribution. You may reproduce and distribute copies of the
+      Work or Derivative Works thereof in any medium, with or without
+      modifications, and in Source or Object form, provided that You
+      meet the following conditions:
+
+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
+          that You distribute, all copyright, patent, trademark, and
+          attribution notices from the Source form of the Work,
+          excluding those notices that do not pertain to any part of
+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
+          distribution, then any Derivative Works that You distribute must
+          include a readable copy of the attribution notices contained
+          within such NOTICE file, excluding those notices that do not
+          pertain to any part of the Derivative Works, in at least one
+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
+          documentation, if provided along with the Derivative Works; or,
+          within a display generated by the Derivative Works, if and
+          wherever such third-party notices normally appear. The contents
+          of the NOTICE file are for informational purposes only and
+          do not modify the License. You may add Your own attribution
+          notices within Derivative Works that You distribute, alongside
+          or as an addendum to the NOTICE text from the Work, provided
+          that such additional attribution notices cannot be construed
+          as modifying the License.
+
+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
+      for use, reproduction, or distribution of Your modifications, or
+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
+      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+      implied, including, without limitation, any warranties or conditions
+      of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+      PARTICULAR PURPOSE. You are solely responsible for determining the
+      appropriateness of using or redistributing the Work and assume any
+      risks associated with Your exercise of permissions under this License.
+
+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
+      liable to You for damages, including any direct, indirect, special,
+      incidental, or consequential damages of any character arising as a
+      result of this License or out of the use or inability to use the
+      Work (including but not limited to damages for loss of goodwill,
+      work stoppage, computer failure or malfunction, or any and all
+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
+      and charge a fee for, acceptance of support, warranty, indemnity,
+      or other liability obligations and/or rights consistent with this
+      License. However, in accepting such obligations, You may act only
+      on Your own behalf and on Your sole responsibility, not on behalf
+      of any other Contributor, and only if You agree to indemnify,
+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
+      the brackets!)  The text should be enclosed in the appropriate
+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
+      same "printed page" as the copyright notice for easier
+      identification within third-party archives.
+
+   Copyright [yyyy] [name of copyright owner]
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

kalbee-0.1.0/PKG-INFO

@@ -0,0 +1,117 @@
+Metadata-Version: 2.1
+Name: kalbee
+Version: 0.1.0
+Summary: A clean, modular Python implementation of Kalman Filters and estimation algorithms.
+Author-email: Le Duc Minh <minh.leduc.0210@gmail.com>
+Maintainer-email: Le Duc Minh <minh.leduc.0210@gmail.com>
+Project-URL: Homepage, https://github.com/MinLee0210/kalbee
+Project-URL: Repository, https://github.com/MinLee0210/kalbee
+Keywords: kalman-filter,extended-kalman-filter,ekf,state-estimation,sensor-fusion,tracking,alpha-beta-gamma,robotics,signal-processing,python
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.24.4
+Requires-Dist: pytest>=8.3.5
+Requires-Dist: ruff>=0.14.13
+Requires-Dist: scikit-learn>=1.3.2
+
+# kalbee 🐝
+
+<div align="center">
+  <img src="docs/kalbee.png" alt="kalbee logo" width="300"/>
+</div>
+
+<br>
+
+`kalbee` is a clean, modular Python implementation of Kalman Filters and related estimation algorithms. Designed for simplicity and performance, it provides a standard interface for state estimation in various applications.
+
+## ✨ Features
+
+- **Standard Kalman Filter (KF)**: Linear estimation for dynamic systems.
+- **Extended Kalman Filter (EKF)**: Support for non-linear systems using Jacobians.
+- **Alpha-Beta-Gamma Filter**: Lightweight filtering for kinematic tracking.
+- **AutoFilter**: Factory pattern for easy filter instantiation.
+- **Modular Design**: Easy to extend with new filter types.
+- **NumPy Integration**: Optimized for numerical computations.
+- **Robustness**: Uses Joseph form for numerically stable covariance updates.
+
+## 🚀 Installation
+
+You can install `kalbee` directly from the source:
+
+```bash
+git clone https://github.com/MinLee0210/kalbee.git
+cd kalbee
+pip install .
+```
+
+Or using `uv` (recommended):
+
+```bash
+uv pip install -e .
+```
+
+## 🛠️ Quick Start
+
+### 1. Standard Kalman Filter
+
+```python
+import numpy as np
+from kalbee.modules.filters import KalmanFilter
+
+# Define matrices
+state = np.zeros((2, 1))  # [position, velocity]
+cov = np.eye(2)
+F = np.array([[1, 1], [0, 1]])  # Constant velocity model (dt=1)
+Q = np.eye(2) * 0.01
+H = np.array([[1, 0]])          # We measure position
+R = np.array([[0.1]])
+
+# Initialize
+kf = KalmanFilter(state, cov, F, Q, H, R)
+
+# Predict & Update
+kf.predict()
+kf.update(np.array([[1.2]]))
+
+print(f"Estimated State:\n{kf.x}")
+```
+
+### 2. AutoFilter Factory
+
+Easily switch between filters using the `AutoFilter` factory:
+
+```python
+from kalbee.modules.filters import AutoFilter
+
+# Create an EKF
+ekf = AutoFilter.from_filter(
+    state, cov, Q, R,
+    mode='ekf',
+    transition_function=my_f,
+    measurement_function=my_h
+)
+```
+
+## 📚 Documentation
+
+Detailed documentation and examples can be found in the `docs/` directory.
+
+- [Getting Started](docs/getting_started.md)
+- [Filtering Logic](docs/filtering_logic.md)
+
+## 🧪 Testing
+
+Run these commands to test the library:
+
+```bash
+uv run pytest tests/
+```
+
+## 📄 License
+
+This project is licensed under the Apache License 2.0.
+
+## 🤝 Contributing
+
+Contributions are welcome! Please feel free to submit a Pull Request. Check `TODO.md` for ideas.

kalbee-0.1.0/README.md

@@ -0,0 +1,100 @@
+# kalbee 🐝
+
+<div align="center">
+  <img src="docs/kalbee.png" alt="kalbee logo" width="300"/>
+</div>
+
+<br>
+
+`kalbee` is a clean, modular Python implementation of Kalman Filters and related estimation algorithms. Designed for simplicity and performance, it provides a standard interface for state estimation in various applications.
+
+## ✨ Features
+
+- **Standard Kalman Filter (KF)**: Linear estimation for dynamic systems.
+- **Extended Kalman Filter (EKF)**: Support for non-linear systems using Jacobians.
+- **Alpha-Beta-Gamma Filter**: Lightweight filtering for kinematic tracking.
+- **AutoFilter**: Factory pattern for easy filter instantiation.
+- **Modular Design**: Easy to extend with new filter types.
+- **NumPy Integration**: Optimized for numerical computations.
+- **Robustness**: Uses Joseph form for numerically stable covariance updates.
+
+## 🚀 Installation
+
+You can install `kalbee` directly from the source:
+
+```bash
+git clone https://github.com/MinLee0210/kalbee.git
+cd kalbee
+pip install .
+```
+
+Or using `uv` (recommended):
+
+```bash
+uv pip install -e .
+```
+
+## 🛠️ Quick Start
+
+### 1. Standard Kalman Filter
+
+```python
+import numpy as np
+from kalbee.modules.filters import KalmanFilter
+
+# Define matrices
+state = np.zeros((2, 1))  # [position, velocity]
+cov = np.eye(2)
+F = np.array([[1, 1], [0, 1]])  # Constant velocity model (dt=1)
+Q = np.eye(2) * 0.01
+H = np.array([[1, 0]])          # We measure position
+R = np.array([[0.1]])
+
+# Initialize
+kf = KalmanFilter(state, cov, F, Q, H, R)
+
+# Predict & Update
+kf.predict()
+kf.update(np.array([[1.2]]))
+
+print(f"Estimated State:\n{kf.x}")
+```
+
+### 2. AutoFilter Factory
+
+Easily switch between filters using the `AutoFilter` factory:
+
+```python
+from kalbee.modules.filters import AutoFilter
+
+# Create an EKF
+ekf = AutoFilter.from_filter(
+    state, cov, Q, R,
+    mode='ekf',
+    transition_function=my_f,
+    measurement_function=my_h
+)
+```
+
+## 📚 Documentation
+
+Detailed documentation and examples can be found in the `docs/` directory.
+
+- [Getting Started](docs/getting_started.md)
+- [Filtering Logic](docs/filtering_logic.md)
+
+## 🧪 Testing
+
+Run these commands to test the library:
+
+```bash
+uv run pytest tests/
+```
+
+## 📄 License
+
+This project is licensed under the Apache License 2.0.
+
+## 🤝 Contributing
+
+Contributions are welcome! Please feel free to submit a Pull Request. Check `TODO.md` for ideas.

kalbee-0.1.0/kalbee/__init__.py

@@ -0,0 +1,17 @@
+from kalbee.modules.filters import (
+    BaseFilter,
+    KalmanFilter,
+    ExtendedKalmanFilter,
+    AlphaBetaGammaFilter,
+    AutoFilter,
+)
+
+__version__ = "0.1.0"
+
+__all__ = [
+    "BaseFilter",
+    "KalmanFilter",
+    "ExtendedKalmanFilter",
+    "AlphaBetaGammaFilter",
+    "AutoFilter",
+]

kalbee-0.1.0/kalbee/modules/filters/__init__.py

@@ -0,0 +1,13 @@
+from kalbee.modules.filters.base import BaseFilter
+from kalbee.modules.filters.kf_filter import KalmanFilter
+from kalbee.modules.filters.abg_filter import AlphaBetaGammaFilter
+from kalbee.modules.filters.ekf_filter import ExtendedKalmanFilter
+from kalbee.modules.filters.auto_filter import AutoFilter
+
+__all__ = [
+    "BaseFilter",
+    "KalmanFilter",
+    "AlphaBetaGammaFilter",
+    "ExtendedKalmanFilter",
+    "AutoFilter",
+]

kalbee-0.1.0/kalbee/modules/filters/abg_filter.py

@@ -0,0 +1,72 @@
+import numpy as np
+from typing import Optional
+from kalbee.modules.filters.base import BaseFilter
+
+
+class AlphaBetaGammaFilter(BaseFilter):
+    """
+    Implementation of the Alpha-Beta-Gamma filter.
+    Used for tracking position, velocity, and acceleration with constant gains.
+    """
+
+    def __init__(
+        self,
+        state: np.ndarray,
+        alpha: float,
+        beta: float,
+        gamma: float,
+        initial_covariance: Optional[np.ndarray] = None,
+    ):
+        """
+        Initialize the alpha-beta-gamma filter.
+
+        Args:
+            state: Initial state vector [x, v, a]^T
+            alpha: Position gain
+            beta: Velocity gain
+            gamma: Acceleration gain
+            initial_covariance: Optional initial covariance (P)
+        """
+        if initial_covariance is None:
+            # Default identity covariance if not provided
+            initial_covariance = np.eye(len(state))
+
+        super().__init__(state, initial_covariance)
+        self.alpha = alpha
+        self.beta = beta
+        self.gamma = gamma
+
+    def predict(self, dt: float = 1.0, **kwargs) -> np.ndarray:
+        """
+        Advance the state using the kinematics model:
+        x_k = x_{k-1} + v_{k-1}*dt + 0.5*a_{k-1}*dt^2
+        v_k = v_{k-1} + a_{k-1}*dt
+        a_k = a_{k-1}
+        """
+        x, v, a = self.state.flatten()
+
+        new_x = x + v * dt + 0.5 * a * (dt**2)
+        new_v = v + a * dt
+        new_a = a
+
+        self.state = np.array([[new_x], [new_v], [new_a]])
+
+        # In ABG filters, we typically don't update P during predict
+        # as gains are fixed.
+        return self.state
+
+    def update(self, measurement: np.ndarray, dt: float = 1.0, **kwargs) -> np.ndarray:
+        """
+        Update the state using the residual and fixed gains alpha, beta, gamma.
+        """
+        # Residual (innovation) - comparing measurement to predicted position
+        z = np.asanyarray(measurement).flatten()[0]
+        x_pred = self.state[0, 0]
+        residual = z - x_pred
+
+        # Apply corrections
+        self.state[0, 0] += self.alpha * residual
+        self.state[1, 0] += (self.beta / dt) * residual
+        self.state[2, 0] += (self.gamma / (2 * dt**2)) * residual
+
+        return self.state

kalbee-0.1.0/kalbee/modules/filters/auto_filter.py

@@ -0,0 +1,46 @@
+from kalbee.modules.filters.base import BaseFilter
+from kalbee.modules.filters.kf_filter import KalmanFilter
+from kalbee.modules.filters.abg_filter import AlphaBetaGammaFilter
+from kalbee.modules.filters.ekf_filter import ExtendedKalmanFilter
+
+
+class AutoFilter:
+    """
+    Factory class for creating filter instances.
+    """
+
+    @staticmethod
+    def from_filter(*args, mode: str = "kalmanfilter", **kwargs) -> BaseFilter:
+        """
+        Create a filter instance based on the specified mode.
+
+        Args:
+            mode: The type of filter to create.
+                  Options:
+                  - 'kalmanfilter', 'kf', 'kalman'
+                  - 'extendedkalmanfilter', 'ekf'
+                  - 'alphabetagamma', 'abg'
+            *args: Positional arguments passed to the filter constructor.
+            **kwargs: Keyword arguments passed to the filter constructor.
+
+        Returns:
+            An instance of a BaseFilter subclass.
+
+        Raises:
+            ValueError: If the mode is unknown.
+        """
+        mode_clean = mode.lower().replace("_", "").replace("-", "")
+
+        if mode_clean in ["kalmanfilter", "kf", "kalman"]:
+            return KalmanFilter(*args, **kwargs)
+
+        elif mode_clean in ["extendedkalmanfilter", "ekf"]:
+            return ExtendedKalmanFilter(*args, **kwargs)
+
+        elif mode_clean in ["alphabetagamma", "abg"]:
+            return AlphaBetaGammaFilter(*args, **kwargs)
+
+        else:
+            raise ValueError(
+                f"Unknown filter mode: '{mode}'. Available modes: kalmanfilter, ekf, abg."
+            )

kalbee-0.1.0/kalbee/modules/filters/base.py

@@ -0,0 +1,106 @@
+from abc import ABC, abstractmethod
+from typing import Optional
+import numpy as np
+
+
+class BaseFilter(ABC):
+    """
+    Abstract base class for state estimation filters.
+
+    This class defines the interface for filters like Kalman Filter,
+    Extended Kalman Filter, and alpha-beta-gamma filters.
+    """
+
+    def __init__(
+        self,
+        state: np.ndarray,
+        covariance: np.ndarray,
+        transition_matrix: Optional[np.ndarray] = None,
+        transition_covariance: Optional[np.ndarray] = None,
+        measurement_matrix: Optional[np.ndarray] = None,
+        measurement_covariance: Optional[np.ndarray] = None,
+    ):
+        """
+        Initialize the filter.
+
+        Args:
+            state: Initial state vector (n x 1)
+            covariance: Initial state uncertainty matrix (n x n)
+            transition_matrix: Matrix F that defines state progression.
+            transition_covariance: Process noise covariance matrix Q.
+            measurement_matrix: Matrix H that maps state to measurement.
+            measurement_covariance: Measurement noise covariance matrix R.
+        """
+        self.state = np.asanyarray(state).astype(float)
+        self.covariance = np.asanyarray(covariance).astype(float)
+
+        self.transition_matrix = transition_matrix
+        self.transition_covariance = transition_covariance
+        self.measurement_matrix = measurement_matrix
+        self.measurement_covariance = measurement_covariance
+
+    @property
+    def x(self) -> np.ndarray:
+        """Current state estimate."""
+        return self.state
+
+    @property
+    def P(self) -> np.ndarray:
+        """Current state covariance."""
+        return self.covariance
+
+    @abstractmethod
+    def predict(self, dt: float = 1.0, **kwargs) -> np.ndarray:
+        """
+        Predict the next state of the system.
+
+        Args:
+            dt: Time step since the last update.
+            **kwargs: Additional parameters for specific implementations.
+
+        Returns:
+            The predicted state vector.
+        """
+        pass
+
+    @abstractmethod
+    def update(self, measurement: np.ndarray, **kwargs) -> np.ndarray:
+        """
+        Update the state estimate with a new measurement.
+
+        Args:
+            measurement: The observed measurement vector.
+            **kwargs: Additional parameters for specific implementations.
+
+        Returns:
+            The updated state vector.
+        """
+        pass
+
+    def measure(self, state: Optional[np.ndarray] = None) -> np.ndarray:
+        """
+        Map a state to the measurement space.
+
+        Args:
+            state: The state to map. If None, uses internal state.
+
+        Returns:
+            The expected measurement.
+        """
+        if state is None:
+            state = self.state
+        if self.measurement_matrix is None:
+            raise ValueError("Measurement matrix H is not defined.")
+        return self.measurement_matrix @ state
+
+    def _check_input(
+        self, state: Optional[np.ndarray], measurement: Optional[np.ndarray]
+    ):
+        """
+        Utility for backward compatibility and input validation.
+        """
+        if state is None:
+            state = self.state
+        if measurement is None and self.measurement_matrix is not None:
+            measurement = np.random.rand(self.measurement_matrix.shape[0], 1)
+        return state, measurement

kalbee-0.1.0/kalbee/modules/filters/ekf_filter.py

@@ -0,0 +1,149 @@
+from typing import Optional, Callable
+import numpy as np
+
+from kalbee.modules.filters.base import BaseFilter
+
+
+class ExtendedKalmanFilter(BaseFilter):
+    """
+    Extended Kalman Filter (EKF) implementation for non-linear systems.
+
+    The EKF handles non-linearity by linearizing the system at the current estimate
+    using Jacobians.
+    """
+
+    def __init__(
+        self,
+        state: np.ndarray,
+        covariance: np.ndarray,
+        transition_covariance: np.ndarray,
+        measurement_covariance: np.ndarray,
+        transition_function: Optional[Callable[[np.ndarray, float], np.ndarray]] = None,
+        measurement_function: Optional[Callable[[np.ndarray], np.ndarray]] = None,
+        transition_jacobian: Optional[Callable[[np.ndarray, float], np.ndarray]] = None,
+        measurement_jacobian: Optional[Callable[[np.ndarray], np.ndarray]] = None,
+    ):
+        """
+        Initialize the EKF.
+
+        Args:
+            state: Initial state vector (x).
+            covariance: Initial state covariance matrix (P).
+            transition_covariance: Process noise covariance (Q).
+            measurement_covariance: Measurement noise covariance (R).
+            transition_function: Function f(x, dt) returning the predicted state.
+            measurement_function: Function h(x) returning the measurement from state.
+            transition_jacobian: Function F(x, dt) returning the Jacobian of f.
+            measurement_jacobian: Function H(x) returning the Jacobian of h.
+        """
+        # We pass None for matrices that are dynamic/non-linear
+        super().__init__(
+            state=state,
+            covariance=covariance,
+            transition_covariance=transition_covariance,
+            measurement_covariance=measurement_covariance,
+            transition_matrix=None,
+            measurement_matrix=None,
+        )
+
+        self.transition_function = transition_function
+        self.measurement_function = measurement_function
+        self.transition_jacobian = transition_jacobian
+        self.measurement_jacobian = measurement_jacobian
+
+    def predict(self, dt: float = 1.0, **kwargs) -> np.ndarray:
+        """
+        Predict step for EKF.
+
+        Args:
+            dt: Time step.
+            kwargs:
+                f: Optional override for transition function.
+                F: Optional override for transition Jacobian.
+        """
+        # 1. State Prediction: x = f(x, u)
+        f_func = kwargs.get("f", self.transition_function)
+        if f_func is None:
+            raise ValueError(
+                "Transition function 'f' must be defined either in init or kwargs."
+            )
+
+        # We assume f takes (state, dt)
+        self.state = f_func(self.state, dt)
+
+        # 2. Covariance Prediction: P = FPF' + Q
+        F_func = kwargs.get("F", self.transition_jacobian)
+
+        # If F is a matrix (constant Jacobian), use it directly
+        if isinstance(F_func, np.ndarray):
+            F = F_func
+        elif callable(F_func):
+            F = F_func(self.state, dt)
+        else:
+            raise ValueError(
+                "Transition Jacobian 'F' must be defined either in init or kwargs."
+            )
+
+        Q = self.transition_covariance
+        self.covariance = F @ self.covariance @ F.T + Q
+
+        return self.state
+
+    def update(self, measurement: np.ndarray, **kwargs) -> np.ndarray:
+        """
+        Update step for EKF.
+
+        Args:
+            measurement: Measurement vector z.
+            kwargs:
+                h: Optional override for measurement function.
+                H: Optional override for measurement Jacobian.
+        """
+        # 1. Innovation: y = z - h(x)
+        h_func = kwargs.get("h", self.measurement_function)
+        if h_func is None:
+            raise ValueError(
+                "Measurement function 'h' must be defined either in init or kwargs."
+            )
+
+        z = measurement
+        y = z - h_func(self.state)
+
+        # 2. Innovation Covariance
+        H_func = kwargs.get("H", self.measurement_jacobian)
+
+        if isinstance(H_func, np.ndarray):
+            H = H_func
+        elif callable(H_func):
+            H = H_func(self.state)
+        else:
+            raise ValueError(
+                "Measurement Jacobian 'H' must be defined either in init or kwargs."
+            )
+
+        R = self.measurement_covariance
+        P = self.covariance
+
+        S = H @ P @ H.T + R
+
+        # 3. Kalman Gain: K = PH'S^-1
+        try:
+            K = P @ H.T @ np.linalg.inv(S)
+        except np.linalg.LinAlgError:
+            # Fallback or error handling for singular matrix
+            raise ValueError(
+                "Singular matrix encountered in EKF update (inversion of S)."
+            )
+
+        # 4. State Update: x = x + Ky
+        self.state = self.state + K @ y
+
+        # 5. Covariance Update (Joseph form for stability): P = (I - KH)P(I - KH)' + KRK'
+        identity = np.eye(len(self.state))
+        I_KH = identity - K @ H
+        self.covariance = I_KH @ P @ I_KH.T + K @ R @ K.T
+
+        # Enforce symmetry
+        self.covariance = (self.covariance + self.covariance.T) / 2.0
+
+        return self.state

kalbee-0.1.0/kalbee/modules/filters/kf_filter.py

@@ -0,0 +1,75 @@
+import numpy as np
+
+from kalbee.modules.filters.base import BaseFilter
+
+
+class KalmanFilter(BaseFilter):
+    """
+    Standard Linear Kalman Filter implementation.
+    """
+
+    def __init__(
+        self,
+        state: np.ndarray,
+        covariance: np.ndarray,
+        transition_matrix: np.ndarray,
+        transition_covariance: np.ndarray,
+        measurement_matrix: np.ndarray,
+        measurement_covariance: np.ndarray,
+    ):
+        super().__init__(
+            state=state,
+            covariance=covariance,
+            transition_matrix=transition_matrix,
+            transition_covariance=transition_covariance,
+            measurement_matrix=measurement_matrix,
+            measurement_covariance=measurement_covariance,
+        )
+
+    def predict(self, dt: float = 1.0, **kwargs) -> np.ndarray:
+        """
+        Predict the next state:
+        x = Fx
+        P = FPF' + Q
+        """
+        F = self.transition_matrix
+        Q = self.transition_covariance
+
+        # In a real KF, F might depend on dt.
+        # For simplicity, we assume F is already set or passed in kwargs.
+        if "F" in kwargs:
+            F = kwargs["F"]
+
+        self.state = F @ self.state
+        self.covariance = F @ self.covariance @ F.T + Q
+
+        return self.state
+
+    def update(self, measurement: np.ndarray, **kwargs) -> np.ndarray:
+        """
+        Update the state with a measurement:
+        y = z - Hx (residual)
+        S = HPH' + R (innovation covariance)
+        K = P H' S^-1 (Kalman gain)
+        x = x + Ky
+        P = (I - KH)P
+        """
+        z = measurement
+        H = self.measurement_matrix
+        R = self.measurement_covariance
+        P = self.covariance
+        x = self.state
+
+        # Innovation
+        y = z - H @ x
+        # Innovation covariance
+        S = H @ P @ H.T + R
+        # Kalman gain
+        K = P @ H.T @ np.linalg.inv(S)
+
+        # Update state and covariance
+        self.state = x + K @ y
+        identity = np.eye(P.shape[0])
+        self.covariance = (identity - K @ H) @ P
+
+        return self.state

kalbee-0.1.0/kalbee.egg-info/PKG-INFO

@@ -0,0 +1,117 @@
+Metadata-Version: 2.1
+Name: kalbee
+Version: 0.1.0
+Summary: A clean, modular Python implementation of Kalman Filters and estimation algorithms.
+Author-email: Le Duc Minh <minh.leduc.0210@gmail.com>
+Maintainer-email: Le Duc Minh <minh.leduc.0210@gmail.com>
+Project-URL: Homepage, https://github.com/MinLee0210/kalbee
+Project-URL: Repository, https://github.com/MinLee0210/kalbee
+Keywords: kalman-filter,extended-kalman-filter,ekf,state-estimation,sensor-fusion,tracking,alpha-beta-gamma,robotics,signal-processing,python
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.24.4
+Requires-Dist: pytest>=8.3.5
+Requires-Dist: ruff>=0.14.13
+Requires-Dist: scikit-learn>=1.3.2
+
+# kalbee 🐝
+
+<div align="center">
+  <img src="docs/kalbee.png" alt="kalbee logo" width="300"/>
+</div>
+
+<br>
+
+`kalbee` is a clean, modular Python implementation of Kalman Filters and related estimation algorithms. Designed for simplicity and performance, it provides a standard interface for state estimation in various applications.
+
+## ✨ Features
+
+- **Standard Kalman Filter (KF)**: Linear estimation for dynamic systems.
+- **Extended Kalman Filter (EKF)**: Support for non-linear systems using Jacobians.
+- **Alpha-Beta-Gamma Filter**: Lightweight filtering for kinematic tracking.
+- **AutoFilter**: Factory pattern for easy filter instantiation.
+- **Modular Design**: Easy to extend with new filter types.
+- **NumPy Integration**: Optimized for numerical computations.
+- **Robustness**: Uses Joseph form for numerically stable covariance updates.
+
+## 🚀 Installation
+
+You can install `kalbee` directly from the source:
+
+```bash
+git clone https://github.com/MinLee0210/kalbee.git
+cd kalbee
+pip install .
+```
+
+Or using `uv` (recommended):
+
+```bash
+uv pip install -e .
+```
+
+## 🛠️ Quick Start
+
+### 1. Standard Kalman Filter
+
+```python
+import numpy as np
+from kalbee.modules.filters import KalmanFilter
+
+# Define matrices
+state = np.zeros((2, 1))  # [position, velocity]
+cov = np.eye(2)
+F = np.array([[1, 1], [0, 1]])  # Constant velocity model (dt=1)
+Q = np.eye(2) * 0.01
+H = np.array([[1, 0]])          # We measure position
+R = np.array([[0.1]])
+
+# Initialize
+kf = KalmanFilter(state, cov, F, Q, H, R)
+
+# Predict & Update
+kf.predict()
+kf.update(np.array([[1.2]]))
+
+print(f"Estimated State:\n{kf.x}")
+```
+
+### 2. AutoFilter Factory
+
+Easily switch between filters using the `AutoFilter` factory:
+
+```python
+from kalbee.modules.filters import AutoFilter
+
+# Create an EKF
+ekf = AutoFilter.from_filter(
+    state, cov, Q, R,
+    mode='ekf',
+    transition_function=my_f,
+    measurement_function=my_h
+)
+```
+
+## 📚 Documentation
+
+Detailed documentation and examples can be found in the `docs/` directory.
+
+- [Getting Started](docs/getting_started.md)
+- [Filtering Logic](docs/filtering_logic.md)
+
+## 🧪 Testing
+
+Run these commands to test the library:
+
+```bash
+uv run pytest tests/
+```
+
+## 📄 License
+
+This project is licensed under the Apache License 2.0.
+
+## 🤝 Contributing
+
+Contributions are welcome! Please feel free to submit a Pull Request. Check `TODO.md` for ideas.

kalbee-0.1.0/kalbee.egg-info/SOURCES.txt

@@ -0,0 +1,22 @@
+LICENSE
+README.md
+pyproject.toml
+setup.py
+kalbee/__init__.py
+kalbee.egg-info/PKG-INFO
+kalbee.egg-info/SOURCES.txt
+kalbee.egg-info/dependency_links.txt
+kalbee.egg-info/not-zip-safe
+kalbee.egg-info/requires.txt
+kalbee.egg-info/top_level.txt
+kalbee/modules/__init__.py
+kalbee/modules/filters/__init__.py
+kalbee/modules/filters/abg_filter.py
+kalbee/modules/filters/auto_filter.py
+kalbee/modules/filters/base.py
+kalbee/modules/filters/ekf_filter.py
+kalbee/modules/filters/kf_filter.py
+tests/test_abg.py
+tests/test_auto.py
+tests/test_ekf.py
+tests/test_kf.py

kalbee-0.1.0/kalbee.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

kalbee-0.1.0/kalbee.egg-info/not-zip-safe

@@ -0,0 +1 @@
+

kalbee-0.1.0/kalbee.egg-info/requires.txt

@@ -0,0 +1,4 @@
+numpy>=1.24.4
+pytest>=8.3.5
+ruff>=0.14.13
+scikit-learn>=1.3.2

kalbee-0.1.0/kalbee.egg-info/top_level.txt

@@ -0,0 +1 @@
+kalbee

kalbee-0.1.0/pyproject.toml

@@ -0,0 +1,38 @@
+[build-system]
+requires = ["setuptools>=61.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "kalbee"
+version = "0.1.0"
+description = "A clean, modular Python implementation of Kalman Filters and estimation algorithms."
+readme = "README.md"
+requires-python = ">=3.8"
+authors = [
+  {name = "Le Duc Minh", email = "minh.leduc.0210@gmail.com"}
+]
+maintainers = [
+  {name = "Le Duc Minh", email = "minh.leduc.0210@gmail.com"}
+]
+keywords = [
+  "kalman-filter",
+  "extended-kalman-filter",
+  "ekf",
+  "state-estimation",
+  "sensor-fusion",
+  "tracking",
+  "alpha-beta-gamma",
+  "robotics",
+  "signal-processing",
+  "python",
+]
+dependencies = [
+    "numpy>=1.24.4",
+    "pytest>=8.3.5",
+    "ruff>=0.14.13",
+    "scikit-learn>=1.3.2",
+]
+
+[project.urls]
+Homepage = "https://github.com/MinLee0210/kalbee"
+Repository = "https://github.com/MinLee0210/kalbee"

kalbee-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

kalbee-0.1.0/setup.py

@@ -0,0 +1,10 @@
+from setuptools import setup, find_packages
+
+# Although pyproject.toml is the source of truth, explicit configuration
+# here can help with tool compatibility and package discovery.
+if __name__ == "__main__":
+    setup(
+        packages=find_packages(),
+        include_package_data=True,
+        zip_safe=False,
+    )

kalbee-0.1.0/tests/test_abg.py

@@ -0,0 +1,53 @@
+import numpy as np
+
+from kalbee.modules.filters.abg_filter import AlphaBetaGammaFilter
+
+
+def test_abg_initialization():
+    state = np.array([[0], [1], [0.1]])
+    alpha, beta, gamma = 0.5, 0.4, 0.1
+
+    abg = AlphaBetaGammaFilter(state, alpha, beta, gamma)
+
+    assert np.array_equal(abg.state, state)
+    assert abg.alpha == alpha
+    assert abg.beta == beta
+    assert abg.gamma == gamma
+    # Base class initialization check
+    assert abg.covariance is not None
+
+
+def test_abg_predict():
+    state = np.array([[0.0], [1.0], [0.0]])  # Position 0, Velocity 1, Accel 0
+    alpha, beta, gamma = 0.5, 0.4, 0.1
+    dt = 1.0
+
+    abg = AlphaBetaGammaFilter(state, alpha, beta, gamma)
+    abg.predict(dt=dt)
+
+    # Expected: x = 0 + 1*1 + 0 = 1
+    # v = 1 + 0 = 1
+    # a = 0
+    expected_state = np.array([[1.0], [1.0], [0.0]])
+    assert np.allclose(abg.state, expected_state)
+
+
+def test_abg_update():
+    state = np.array([[0.0], [0.0], [0.0]])
+    alpha, beta, gamma = 1.0, 1.0, 1.0  # Full correction for test
+    dt = 1.0
+
+    abg = AlphaBetaGammaFilter(state, alpha, beta, gamma)
+
+    # Predict step (stays 0)
+    abg.predict(dt=dt)
+
+    # Measurement at 10.0
+    abg.update(np.array([[10.0]]), dt=dt)
+
+    # x = 0 + 1.0 * (10 - 0) = 10
+    # v = 0 + (1.0/1.0) * (10 - 0) = 10
+    # a = 0 + (1.0/(2*1^2)) * (10 - 0) = 5
+    assert abg.state[0, 0] == 10.0
+    assert abg.state[1, 0] == 10.0
+    assert abg.state[2, 0] == 5.0

kalbee-0.1.0/tests/test_auto.py

@@ -0,0 +1,30 @@
+import numpy as np
+import pytest
+from kalbee.modules.filters.auto_filter import AutoFilter
+from kalbee.modules.filters.kf_filter import KalmanFilter
+from kalbee.modules.filters.ekf_filter import ExtendedKalmanFilter
+from kalbee.modules.filters.abg_filter import AlphaBetaGammaFilter
+
+
+def test_auto_filter_creation():
+    state = np.array([[0.0]])
+    cov = np.eye(1)
+
+    # Test KF creation
+    kf = AutoFilter.from_filter(
+        state, cov, np.eye(1), np.eye(1), np.eye(1), np.eye(1), mode="kf"
+    )
+    assert isinstance(kf, KalmanFilter)
+
+    # Test EKF creation
+    ekf = AutoFilter.from_filter(state, cov, np.eye(1), np.eye(1), mode="ekf")
+    assert isinstance(ekf, ExtendedKalmanFilter)
+
+    # Test ABG creation
+    abg = AutoFilter.from_filter(np.array([[0], [0], [0]]), 0.1, 0.1, 0.05, mode="abg")
+    assert isinstance(abg, AlphaBetaGammaFilter)
+
+
+def test_auto_filter_invalid_mode():
+    with pytest.raises(ValueError):
+        AutoFilter.from_filter(mode="unknown_filter")

kalbee-0.1.0/tests/test_ekf.py

@@ -0,0 +1,77 @@
+import numpy as np
+import pytest
+from kalbee.modules.filters.ekf_filter import ExtendedKalmanFilter
+
+
+def test_ekf_initialization():
+    state = np.array([[0.0]])
+    cov = np.array([[1.0]])
+    Q = np.array([[0.1]])
+    R = np.array([[0.1]])
+
+    ekf = ExtendedKalmanFilter(state, cov, Q, R)
+    assert np.array_equal(ekf.state, state)
+    assert np.array_equal(ekf.covariance, cov)
+
+
+def test_ekf_predict_linear_equivalent():
+    # Setup EKF to behave like a linear KF for testing
+    # x = x + v*dt (where v=1 constant)
+    state = np.array([[0.0]])
+    cov = np.eye(1)
+    Q = np.zeros((1, 1))
+
+    def f(x, dt):
+        return x + 1.0 * dt
+
+    def F(x, dt):
+        return np.array([[1.0]])
+
+    ekf = ExtendedKalmanFilter(state, cov, Q, np.eye(1))
+    ekf.predict(dt=1.0, f=f, F=F)
+
+    assert ekf.state[0, 0] == 1.0
+    # P = FPF' + Q = 1*1*1 + 0 = 1
+    assert ekf.covariance[0, 0] == 1.0
+
+
+def test_ekf_update_nonlinear():
+    # Measurement is z = x^2
+    state = np.array([[2.0]])
+    cov = np.eye(1)
+    Q = np.eye(1)
+    R = np.eye(1) * 0.1
+
+    def h(x):
+        return x**2
+
+    def H_jac(x):
+        # Derivative of x^2 is 2x
+        return np.array([[2 * x[0, 0]]])
+
+    ekf = ExtendedKalmanFilter(state, cov, Q, R)
+
+    # Measurement z = 4.2 (true state approx 2.05)
+    ekf.update(np.array([[4.2]]), h=h, H=H_jac)
+
+    # Check if state updated correctly
+    # Predicted Measurement = 2^2 = 4
+    # Residual = 4.2 - 4 = 0.2
+    # H = 4
+    # S = HPH' + R = 4*1*4 + 0.1 = 16.1
+    # K = PH'S^-1 = 1*4 / 16.1 = 0.248
+    # New state = 2 + 0.248 * 0.2 = 2.0496
+
+    expected_state = 2.049689
+    assert np.isclose(ekf.state[0, 0], expected_state, atol=1e-3)
+
+
+def test_ekf_methods_missing_args():
+    state = np.array([[0.0]])
+    ekf = ExtendedKalmanFilter(state, np.eye(1), np.eye(1), np.eye(1))
+
+    with pytest.raises(ValueError):
+        ekf.predict()
+
+    with pytest.raises(ValueError):
+        ekf.update(np.array([[1.0]]))

kalbee-0.1.0/tests/test_kf.py

@@ -0,0 +1,75 @@
+import numpy as np
+
+from kalbee.modules.filters.kf_filter import KalmanFilter
+
+
+def test_kf_initialization():
+    state = np.array([[0], [0]])
+    covariance = np.eye(2)
+    F = np.eye(2)
+    Q = np.eye(2) * 0.1
+    H = np.array([[1, 0]])
+    R = np.eye(1) * 0.5
+
+    kf = KalmanFilter(state, covariance, F, Q, H, R)
+
+    assert np.array_equal(kf.state, state)
+    assert np.array_equal(kf.covariance, covariance)
+    assert np.array_equal(kf.x, state)
+    assert np.array_equal(kf.P, covariance)
+
+
+def test_kf_predict():
+    # Constant velocity model
+    dt = 1.0
+    state = np.array([[0.0], [1.0]])
+    covariance = np.eye(2)
+    F = np.array([[1.0, dt], [0.0, 1.0]])
+    Q = np.zeros((2, 2))  # No noise for predictable test
+    H = np.array([[1.0, 0.0]])
+    R = np.eye(1)
+
+    kf = KalmanFilter(state, covariance, F, Q, H, R)
+    kf.predict()
+
+    # Expected state: [0 + 1*1, 1] = [1, 1]
+    expected_state = np.array([[1.0], [1.0]])
+    assert np.allclose(kf.state, expected_state)
+    # P = FPF' + Q = F I F' = F F'
+    expected_P = F @ F.T
+    assert np.allclose(kf.covariance, expected_P)
+
+
+def test_kf_update():
+    state = np.array([[0.0], [0.0]])
+    covariance = np.eye(2) * 10  # High initial uncertainty
+    F = np.eye(2)
+    Q = np.eye(2) * 0.1
+    H = np.array([[1.0, 0.0]])
+    R = np.array([[0.1]])  # Low measurement noise
+
+    kf = KalmanFilter(state, covariance, F, Q, H, R)
+
+    # Measurement at 5.0
+    kf.update(np.array([[5.0]]))
+
+    # State should move towards 5.0
+    assert kf.state[0, 0] > 0
+    assert kf.state[0, 0] < 5.0  # But not all the way immediately if R > 0
+    # Covariance should decrease
+    assert np.trace(kf.covariance) < np.trace(covariance)
+
+
+def test_kf_measure():
+    state = np.array([[2.0], [3.0]])
+    covariance = np.eye(2)
+    F = np.eye(2)
+    Q = np.eye(2)
+    H = np.array([[1.0, 0.0]])
+    R = np.eye(1)
+
+    kf = KalmanFilter(state, covariance, F, Q, H, R)
+    measurement = kf.measure()
+
+    assert measurement.shape == (1, 1)
+    assert measurement[0, 0] == 2.0