A small collection of Kalman Filters on Lie groups
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
Package implementing common state-space routines.
Flexible filtering and smoothing in Julia
Interactive and real time 2D simulation of the Kalman Filter in use to reduce statistical input noise.
Multidimensional implementation of standard and extended Kalman Filters
Markov-Switching State-Space Models
Ensemble-based history matching method with latent-space proxy model for nonlinear forward model and non-Gaussian models.
Streamflow reconstruction using linear dynamical system
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
Replication codes for paper on "Pruned skewed Kalman filter and smoother with application to DSGE models"
Second-order iterated smoothing algorithms for state estimation
A curated list of awesome Kalman filter papers ,articles , applications, software and resources
High-dimensional Kalman filter toolbox (HELMET)
Implementation of the Kalman Filter Algorithm in Julia.
State Space Models with Lagged State (SSMwLS) in the measurement equation
Precision-based sampling from state space models that have no measurement error
Suite of Julia packages solving the GDE for aerosol: measurement simulation and parameter estimation
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