This is code implements the example given in pages 11-15 of An Introduction to the Kalman Filter by Greg Welch and Gary Bishop, University of North Carolina at Chapel Hill, Department of Computer Science.
MATLAB® and NumPy/SciPy have a lot in common. But there are many differences. NumPy and SciPy were created to do numerical and scientific computing in the most natural way with Python, not to be MATLAB® clones. This page is intended to be a place to collect wisdom about the differences, mostly for the purpose of helping proficient MATLAB® users become proficient NumPy and SciPy users. NumPyProConPage is another page for curious people who are thinking of adopting Python with NumPy and SciPy instead of MATLAB® and want to see a list of pros and cons.
This automator installation package will install recent SVN builds of Numpy (1.1) and Scipy (0.7), as well as Matplotlib (0.98), iPython (0.8.3) and PyMC (2.0 beta) for OS X 10.5 (Leopard) on Intel Macintosh.