A curated list of awesome Kalman filter papers ,articles , applications, software and resources
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Updated
Mar 10, 2018
A curated list of awesome Kalman filter papers ,articles , applications, software and resources
Implementation of the Kalman Filter Algorithm in Julia.
State Space Models with Lagged State (SSMwLS) in the measurement equation
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
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.
Streamflow reconstruction using linear dynamical system
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
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 small collection of Kalman Filters on Lie groups
Flexible filtering and smoothing in Julia
Markov-Switching State-Space Models
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
Archive of personal implementations of various Bayesian smoothers.
Package implementing common state-space routines.
Suite of Julia packages solving the GDE for aerosol: measurement simulation and parameter estimation
Precision-based sampling from state space models that have no measurement error
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
High-dimensional Kalman filter toolbox (HELMET)
Second-order iterated smoothing algorithms for state estimation
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