如何将滚动卡尔曼滤波器应用于DataFrame中的列？

import numpy as np
from pykalman import KalmanFilter

transition_matrix = [[1, 1], [0, 1]]  # 状态转移矩阵
observation_matrix = np.eye(2)  # 观测矩阵
initial_state_mean = [0, 0]  # 初始状态均值
initial_state_covariance = np.eye(2)  # 初始状态协方差矩阵

kf = KalmanFilter(
    transition_matrices=transition_matrix,
    observation_matrices=observation_matrix,
    initial_state_mean=initial_state_mean,
    initial_state_covariance=initial_state_covariance
)

window_size = 10

column_name = 'column_name'

def kalman_filter(data):
    filtered_data = []
    for i in range(len(data)):
        if i < window_size:
            filtered_data.append(data[i])
        else:
            window_data = data[i-window_size:i]
            filtered_window_data = kf.filter(window_data)[0][-1]
            filtered_data.append(filtered_window_data)
    return filtered_data

df['filtered_column'] = kalman_filter(df[column_name])