na kalman in python

1>>> from pykalman import KalmanFilter
2>>> import numpy as np
3>>> kf = KalmanFilter(transition_matrices = [[1, 1], [0, 1]], observation_matrices = [[0.1, 0.5], [-0.3, 0.0]])
4>>> measurements = np.asarray([[1,0], [0,0], [0,1]])  # 3 observations
5>>> kf = kf.em(measurements, n_iter=5)
6>>> (filtered_state_means, filtered_state_covariances) = kf.filter(measurements)
7>>> (smoothed_state_means, smoothed_state_covariances) = kf.smooth(measurements)
8