/KalmanNet_TSP

code for KalmanNet

Primary LanguagePython

KalmanNet

Feb.13, 2023 Update "batched"

Support a batch of sequences being processed simultaneously, leading to dramatic efficiency improvement.

Link to paper

KalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamics

Running code

This branch simulates architecture #2 in our paper. There are main files simulating the linear and non-linear cases respectively.

  • Linear case (canonical model or constant acceleration model)
python3 main_linear_canonical.py
python3 main_linear_CA.py
  • Non-linear Lorenz Attractor case (Discrete-Time, decimation, or Non-linear observation function)
python3 main_lor_DT.py
python3 main_lor_decimation.py
python3 main_lor_DT_NLobs.py

Parameter settings

  • Simulations/model_name/parameters.py

Contain model settings: m, n, f/F, h/H, Q and R.

  • Simulations/config.py

Contain dataset size, training parameters and network settings.

  • main files

Set flags, paths, etc.