title: Using PyKalman on Raw Acceleration Data to Calculate Position
body: <p>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.</p>
  
  <p>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.</p>
  
  <p>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?</p>
  
  <p>If pykalman is not practical for this situation, is there another way I can implement a Kalman Filter? Thank you in advance!</p>