Archive of personal implementations of various Bayesian smoothers.
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Updated
Aug 24, 2023 - Julia
Archive of personal implementations of various Bayesian smoothers.
Suite of Julia packages solving the GDE for aerosol: measurement simulation and parameter estimation
Second-order iterated smoothing algorithms for state estimation
State Space Models with Lagged State (SSMwLS) in the measurement equation
Streamflow reconstruction using linear dynamical system
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
Implementation of the Kalman Filter Algorithm in Julia.
Kalman Filter and Smoother Implementation for Radio Interferometric Gains Calibration. This library is part of the master's work by Brian Welman and serves as a 'proof-of-concept' tool for it.
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
High-dimensional Kalman filter toolbox (HELMET)
Precision-based sampling from state space models that have no measurement error
A curated list of awesome Kalman filter papers ,articles , applications, software and resources
Interactive and real time 2D simulation of the Kalman Filter in use to reduce statistical input noise.
Ensemble-based history matching method with latent-space proxy model for nonlinear forward model and non-Gaussian models.
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
Multidimensional implementation of standard and extended Kalman Filters
Markov-Switching State-Space Models
Flexible filtering and smoothing in Julia
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
Package implementing common state-space routines.
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