/ERRCOV_ICASSP22

Confidence Estimates with KalmanNet

Primary LanguagePython

Estimating Error Covariance with KalmanNet

Running the linear model

  1. in src/filing_paths.py uncomment the line path_model = path_model_Lin to select the proper path for the model
  2. in src/mainLinear.py Set the proper parameters at the beginning of main() (more info on how to set them can be found there)
  3. run python src/mainLinear

Running the Lorenz attractor

  1. in src/filing_paths.py uncomment the line path_model = path_model_Lor to select the proper path for the model
  2. run python src/mainCovLorenz.py (no parameters need to be set here)