@Smel
Hi
Before the run kalman_filter_localization.py script can you check GitHub - advoard/pozyx_simulation: Pozyx uwb sensors can simulate on ROS this part. Because kalman filter needs to uwb simulation and that is pozyx_simulation pack. Firstly you have to install pozyx_simulation and add plugin as stated in the documentation and than you have to add uwb anchors with launch file.

If you have a more question feel free to ask