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I'm using a kalman filter to estimate the state of a robot (online). For debugging purposes, I'd like to display its state in real time, preferably in a pygame window (as the environment has already been drawn in pygame). Given the mean and covariance matrix, is it possible to show the correct ellipse in pygame?

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You could use all the matplotlib stuff with pygame, it will make your life easier when it comes to plotting

http://www.pygame.org/wiki/MatplotlibPygame

For the matplotlib part take a look here multidimensional confidence intervals

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  • Would it then be necessary to draw the entire environment in matplotlib? Not that that's bad or anything, but it seems like you can only send an entire canvas to pygame? –  Mar 23 '13 at 16:19