This is my first question on Stackoverflow, so I apologize if I word it poorly. I am writing code to take raw acceleration data from an IMU and then integrate it to update the position of an object. Currently this code takes a new accelerometer reading every milisecond, and uses that to update the position. My system has a lot of noise, which results in crazy readings due to compounding error, even with the ZUPT scheme I implemented. I know that a Kalman filter is theoretically ideal for this scenario, and I would like to use the pykalman module instead of building one myself.
My first question is, can pykalman be used in real time like this? From the documentation it looks to me like you have to have a record of all measurements and then perform the smooth operation, which would not be practical as I want to filter recursively every milisecond.
My second question is, for the transition matrix can I only apply pykalman to the acceleration data by itself, or can I somehow include the double integration to position? What would that matrix look like?
If pykalman is not practical for this situation, is there another way I can implement a Kalman Filter? Thank you in advance!