This code contains scripts (and data) necessary to reproduce the reported results for Burkhart, Brandman, Franco, Hochberg, & Harrison's "The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models."
Matlab code was run in an environment fully described using the ver command and documented in environment_matlab.txt. The LSTM results were run in a conda environment as specified in environment.yml.
The code is provided under the GNU v3.0 public license: we encourage you to adapt this code to filter your own data!