Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson
☆83Feb 5, 2026Updated 4 months ago
Alternatives and similar repositories for Bayesian-Filtering-and-Smoothing
Users that are interested in Bayesian-Filtering-and-Smoothing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Feb 6, 2017Updated 9 years ago
- EKF/UKF toolbox for Matlab/Octave☆124Jun 8, 2020Updated 6 years ago
- Iterative State Estimation in Non-linear Dynamical Systems Using Approximate Expectation Propagation☆14Jun 30, 2022Updated 3 years ago
- ☆12Jan 11, 2020Updated 6 years ago
- Sensor Fusion for Target Tracking☆63Mar 20, 2021Updated 5 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.☆27Aug 9, 2024Updated last year
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- A Python package for probabilistic state space modeling with JAX☆970Jan 6, 2026Updated 5 months ago
- Official Matlab implementation for our paper submitted to Sensor with the title "A Scalable Framework for Map Matching based Cooperative …☆14Jul 18, 2021Updated 4 years ago
- ☆19Nov 29, 2023Updated 2 years ago
- Continual Online Recalibration with Pseudo-labels☆14Jun 20, 2024Updated last year
- Bayesian nonparametric spectral estimation☆16Apr 23, 2022Updated 4 years ago
- Sequential Monte Carlo in python☆500Feb 19, 2026Updated 3 months ago
- The PyGpPhs package is designed for utilizing Gaussian Process for port-Hamiltonian system.☆11May 6, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Feb 8, 2023Updated 3 years ago
- Structural Time Series in JAX☆214May 8, 2024Updated 2 years ago
- Input Inference for Control (i2c), a control-as-inference framework for optimal control☆26Sep 6, 2023Updated 2 years ago
- A curated list of resources for learning Gaussian Processes☆42Jul 18, 2021Updated 4 years ago
- This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.☆33Sep 15, 2023Updated 2 years ago
- MTC-CSNet: Marrying Transformer and Convolution for Image Compressed Sensing.☆11Jan 12, 2024Updated 2 years ago
- ☆12Jul 6, 2022Updated 3 years ago
- Public code for running Stochastic Gradient Descent on GPs.☆39Apr 23, 2025Updated last year
- Markov Chain Monte Carlo Visualization Tools☆30Apr 12, 2026Updated last month
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Some Monte Carlo algorithms for the estimation of small probabilities associated with rare events☆12Aug 16, 2023Updated 2 years ago
- A flexible toolkit for simulation based inference in Julia☆24Apr 27, 2026Updated last month
- Zheng Zhao's doctoral dissertation from Aalto University☆35Oct 10, 2022Updated 3 years ago
- Sensor Data Fusion Group☆93Dec 6, 2019Updated 6 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Mar 20, 2026Updated 2 months ago
- Repository for computing the probability distribution of an optimal control problem☆11Oct 4, 2021Updated 4 years ago
- A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiolo…☆18Dec 28, 2023Updated 2 years ago
- FastAST - A fast primal-dual interior point method for line spectral estimation via atomic norm soft thresholding.☆31Jan 27, 2023Updated 3 years ago
- Example code to speed up GP inference with gradients for high-dimensional inputs.☆14Jul 12, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Recursive Bayesian Estimation (Sequential / Online Inference)☆64Apr 17, 2024Updated 2 years ago
- ☆11Oct 15, 2025Updated 7 months ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆103Jul 6, 2023Updated 2 years ago
- Repo for our research paper "Learning Acoustic Scattering Fields for Dynamic Interactive Sound Propagation"☆17Apr 6, 2021Updated 5 years ago
- Example codes for the book Applied Stochastic Differential Equations☆210Oct 27, 2025Updated 7 months ago
- Reference implementation and test synthetic data for Sorted Center Time echo density measure for acoustic impulse responses☆15Mar 18, 2020Updated 6 years ago
- ☆25Sep 10, 2023Updated 2 years ago