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
Ensemble-based history matching method with latent-space proxy model for nonlinear forward model and non-Gaussian models.
Markov-Switching State-Space Models
A simple implementation of Kalman filter and RTS smoother in Rust (ndarray)
Streamflow reconstruction using linear dynamical system
Second-order iterated smoothing algorithms for state estimation
A curated list of awesome Kalman filter papers ,articles , applications, software and resources
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
High-dimensional Kalman filter toolbox (HELMET)
Implementation of the Kalman Filter Algorithm in Julia.
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
State Space Models with Lagged State (SSMwLS) in the measurement equation
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.
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