I've been having some difficulty understanding the Kalman Filter and how to implement it for a model I am designing. The model will predict a 2D array based off of several previous 2D arrays that are spaced out by 5-min increments. For example let's say at t=0 i have a 2D array like this ([[0,1,2,3],[2,3,4,5]]) and a t=1 I have another array like this([[3,4,5,6],[4,5,6,7]]). I want to calculate the predicted 2D array at t=2 based off of the previous arrays. The arrays at t=0 and t=1 are my observations. Any hints/help would be greatly appreciated! Thanks!
This is the documentation I have been looking at: https://pykalman.github.io/#pykalman.KalmanFilter