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  1. Perez-Vieites2018_NestedHybridFilter Perez-Vieites2018_NestedHybridFilter Public

    Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensem…

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  2. Perez-Vieites2021_NestedGaussianFilter Perez-Vieites2021_NestedGaussianFilter Public

    Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implem…

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  3. sarapv.github.io sarapv.github.io Public

    Personal webpage or portfolio.

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  4. Lorenz-models Lorenz-models Public

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  5. MiniLectures MiniLectures Public

    Mini seminars in CPS group (2024/25)

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