MarcoTodescato / Efficient-GP-Regression-via-Kalman-Filtering
Code to implement efficient spatio-temporal Gaussian Process regression via iterative Kalman Filtering. KF is used to resolve the temporal part of the space-time process while, standard GP regression is used for the spatial part
☆38Updated 6 years ago
Alternatives and similar repositories for Efficient-GP-Regression-via-Kalman-Filtering:
Users that are interested in Efficient-GP-Regression-via-Kalman-Filtering are comparing it to the libraries listed below
- Gaussian Process Regression Techniques - The source code corresponding to the Ph.D. thesis.☆73Updated 7 years ago
- multivariate Gaussian process regression and multivariate Student-t process regression☆72Updated 3 years ago
- MATLAB implementation of standard particle filter, auxiliary particle filter, mixture particle filter, and out-of-sequence particle filte…☆36Updated 5 years ago
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆13Updated 3 years ago
- Particle filter-based Gaussian process optimisation for parameter inference☆11Updated 7 years ago
- Gaussian Process Model Dynamic System Identification Toolbox for Matlab☆90Updated 7 years ago
- Gaussian Process Regression using GPML toolbox☆34Updated 4 years ago
- Bayesian System IDentification☆28Updated 7 years ago
- System indetification of Ship Dynamic System with Multi Output Gaussian Processes☆15Updated 4 years ago
- Matlab source code for the SONIG algorithm: Sparse Online Noisy-Input Gaussian process regression.☆28Updated 7 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Updated 2 years ago
- Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…☆17Updated 6 years ago
- Gaussian process regression algorithms for nonlinear system state prediciton☆13Updated 9 years ago
- fractional Kalman filter algorithms source code for SISO fractional order systems, including: fractional extended Kalman filter (FEKF), f…☆28Updated 3 years ago
- Gaussian Processes regression with gaussian kernel implementation.☆25Updated 10 years ago
- Sparse Spectrum Gaussian Process Regression☆21Updated 5 years ago
- ☆14Updated 6 years ago
- stochastic recursive Gaussian Process (SRGP)☆20Updated 4 years ago
- Unifying sparse approximations for Gaussian process regression and classification, using Power EP☆22Updated 8 years ago
- The code for the paper "Spatio-Temporal Structured Sparse Regression With Hierarchical Gaussian Process Priors" by Danil Kuzin, Olga Isup…☆12Updated 6 years ago
- Streaming sparse Gaussian process approximations☆62Updated 2 years ago
- Implemenation of the Unscented Particle Filter according to the paper by Van Der Merwe and al.☆18Updated 10 years ago
- The code accompanies the publication "Feedback Linearization based on Gaussian Processes with event-triggered Online Learning" by Jonas U…☆42Updated 3 years ago
- Algorithm: adaptive kalman filter, variational bayesian approximation, unknown process noise covariance.☆27Updated 3 years ago
- ☆14Updated 6 years ago
- Generic Code for Cubature Kalman Filter and Fixed Interval Cubature Kalman Smoother.☆10Updated 5 years ago
- Tutorial on Gaussian Processes☆62Updated 5 years ago
- Matlab codes for paper entitled "Distributed Hybrid Consensus-Based Square-Root Cubature Quadrature Information Filter and Its Applicatio…☆12Updated 5 years ago
- Matlab software, papers, and presentations relating to concurrent learning and gaussian process MRAC☆19Updated 7 years ago
- Matlab implementations of Gaussian processes and other machine learning tools.☆137Updated 7 years ago