5 types of Kalman Filters and examples.

Experiments for online learning and data assimilation for time series data.

Julia code for running the numerical experiments in the paper "EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms" by Brian Irwin and Sebastian Reich.

ensemble Kalman filter, cell transmission model, A-optimal navigation, UAV path planning simulation

This repo is work done for fun on trying to apply the parametric Kalman Filter (Pannekoucke et al. 2016) on the sphere for a transport equation.

This repository forms part of the "1D simulation of land subsidence with ensemble Kalman filter" presented in Zapata-Norberto et al., 2024.

This repository contains material developed as part of a signal processing master project at Aalborg University. The project focuses on accelerating Ensemble Density Propagation for training deep neural networks.

Codes associated with PhD thesis titled "Structural and Shape construction using inverse problems and machine earning techniques"

Code associated with the paper "Ensemble Kalman Filters with Resampling"

Generic data assimilation library

Advanced Data Assimilation Algorithms and Methods

Software Repository accompanying the paper "Ensemble Kalman Filter optimizing Deep NeuralNetworks: An alternative approach to non-performing Gradient Descent"

Python sample code of robot localization with ensemble kalman filter and landmarks

Parallel Data Assimilation Framework

Maximum Correntropy Kalman Filter

A package for paleoclimate data assimilation workflow.

Implementation of various ensemble Kalman Filter data assimilation methods in Julia

EnKF analysis routines in Fortran 90. Stochastich and SQRT formulations with subspace inversion.