Skip to content

Latest commit

 

History

History
executable file
·
10 lines (6 loc) · 761 Bytes

README.md

File metadata and controls

executable file
·
10 lines (6 loc) · 761 Bytes

DOI

Discriminative-Kalman-Filter

This code contains scripts (and data) necessary to reproduce the reported results for Burkhart, Brandman, Franco, Hochberg, & Harrison's "The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models."

Matlab code was run in an environment fully described using the ver command and documented in environment_matlab.txt. The LSTM results were run in a conda environment as specified in environment.yml.

The code is provided under the GNU v3.0 public license: we encourage you to adapt this code to filter your own data!