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.
matplotlib is a python 2D plotting library which produces publication quality figures in a variety of hardcopy formats and interactive environments across platforms. matplotlib can be used in python scripts, the python and ipython shell (ala matlab or mathematica), web application servers, and six graphical user interface toolkits. matplotlib tries to make easy things easy and hard things possible. You can generate plots, histograms, power spectra, bar charts, errorcharts, scatterplots, etc, with just a few lines of code.
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.