kalman-smoother
There are 21 repositories under kalman-smoother topic.
artivis/kalmanif
A small collection of Kalman Filters on Lie groups
fipelle/MessyTimeSeries.jl
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
AaltoML/kalman-jax
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
FRBNY-DSGE/StateSpaceRoutines.jl
Package implementing common state-space routines.
mschauer/Kalman.jl
Flexible filtering and smoothing in Julia
avivace/kalman
Interactive and real time 2D simulation of the Kalman Filter in use to reduce statistical input noise.
Xylambda/kalmankit
Multidimensional implementation of standard and extended Kalman Filters
ddegras/switch-ssm
Markov-Switching State-Space Models
rsyamil/latent-space-data-assimilation-lsda
Ensemble-based history matching method with latent-space proxy model for nonlinear forward model and non-Gaussian models.
spdes/kalman-rust
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
Critical-Infrastructure-Systems-Lab/ldsr
Streamflow reconstruction using linear dynamical system
dineshresearch/awesome-kalman
A curated list of awesome Kalman filter papers ,articles , applications, software and resources
fipelle/MessyTimeSeriesOptim.jl
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
hanyas/second-order-smoothers
Second-order iterated smoothing algorithms for state estimation
hydroid7/kalman
Implementation of the Kalman Filter Algorithm in Julia.
elmarmertens/ABCprecisionsampler
Precision-based sampling from state space models that have no measurement error
kwazzi-jack/kal-cal
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.
MalteKurz/SSMwLS
State Space Models with Lagged State (SSMwLS) in the measurement equation
matthewozon/BAYROSOL.jl
Suite of Julia packages solving the GDE for aerosol: measurement simulation and parameter estimation
villekf/HELMET
High-dimensional Kalman filter toolbox (HELMET)
wmkouw/bayes-smoothers
Archive of personal implementations of various Bayesian smoothers.