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state-space-model

Here are 2 public repositories matching this topic...

simsurace / StochasticFilters.jl

A Julia package that provides high-level abstractions for simulating and deploying stochastic filters

particle-filter bayesian-inference filtering hidden-markov-model kalman-filter stochastic-processes discrete-time state-space-model continuous-time filtering-algorithm bayesian-filtering

Updated Oct 31, 2022
Julia

jgbrasier / KFEstimate.jl

Julia package for KF and EKF parameter estimation using Automatic Differentiation

package machine-learning julia automatic-differentiation gradient-descent parameter-estimation kalman-filtering gaussian-processes kalman-filter gaussian-filter em-algorithm hidden-markov-models state-space-model

Updated Sep 10, 2021
Julia

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