python - One-factor mean-reverting model parameter estimation with Kalman Filter - LinAlgError: 13-th leading minor of the array is not positive definite - Cross Validated
python - Kalman Filter State Covariance Matrix for Non Constant Process Noise Matrix in PyKalman - Signal Processing Stack Exchange
Path-specific Underwater Acoustic Channel Tracking and its Application in Passive Time Reversal Mirror
Statsmodels Kalman Filter: simple equivalent to pykalman set up (partly answered) - Cross Validated
signal processing - Fixed point implementation of Kalman filter behaving strangely - Stack Overflow