Pinned Repositories
awesome-rl
Reinforcement learning resources curated
cantera
Chemical kinetics, thermodynamics, and transport tool suite
cem
Parallelized Cross Entropy Method
controlledSMC
MATLAB code implementing controlled sequential Monte Carlo methods
correlated
Code for the correlated pseudomarginal
dcem
The Differentiable Cross-Entropy Method
easykf
C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)
ffmpeg
filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
MATLODE
A MATLAB ODE Solver and Sensitivity Analysis Toolbox
phystry's Repositories
phystry/awesome-rl
Reinforcement learning resources curated
phystry/cantera
Chemical kinetics, thermodynamics, and transport tool suite
phystry/cem
Parallelized Cross Entropy Method
phystry/controlledSMC
MATLAB code implementing controlled sequential Monte Carlo methods
phystry/correlated
Code for the correlated pseudomarginal
phystry/dcem
The Differentiable Cross-Entropy Method
phystry/easykf
C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)
phystry/ffmpeg
phystry/filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
phystry/MATLODE
A MATLAB ODE Solver and Sensitivity Analysis Toolbox
phystry/MPC-and-MHE-implementation-in-MATLAB-using-Casadi
This is a workshop on implementing model predictive control (MPC) and moving horizon estimation (MHE) on Matlab. The implementation is based on the Casadi Package which is used for numerical optimization. A non-holonomic mobile robot is used as a system for the implementation. The workshop video recording can be found here https://www.youtube.com/playlist?list=PLK8squHT_Uzej3UCUHjtOtm5X7pMFSgAL ... Casadi can be downloaded here https://web.casadi.org/
phystry/ODE-Test-Problems
A MATLAB suite of initial value problems
phystry/ParaDIAG
ParaDiag includes diagonalization-based Parallel-in-Time (PinT) algorithms, which can handle both both dissipative and hyperbolic equations.
phystry/PararealML
A machine learning boosted parallel-in-time differential equation solver framework.
phystry/particles
Sequential Monte Carlo in python
phystry/PCODE
phystry/py-smc2
Automatically exported from code.google.com/p/py-smc2
phystry/SPICE
Stochastic Parameter Inference with the Cross-Entropy Method
phystry/SwitchTimeOpt.jl
SwitchTimeOpt.jl - Switching Time Optimization in Julia
phystry/Time-Parallel-ODEs
Time parallel integration of ODEs
phystry/ukf
Unscented Kalman Filter library for state and parameter estimation
phystry/ukfm
Unscented Kalman Filtering on (Parallelizable) Manifolds (UKF-M)
phystry/unbiased_pimh
Contains code to reproduce figures in 'Unbiased Smoothing using Particle Independent Metropolis-Hastings'
phystry/unbiased_SMC
Simple code to run unbiased SMC