A Control Systems Toolbox for Julia

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

System Identification toolbox, compatible with ControlSystems.jl

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Package implementing common state-space routines.

Flexible filtering and smoothing in Julia

An experiment in static compilation of Julia

Archive of personal implementations of various Bayesian filters.

Julia package for KF and EKF parameter estimation using Automatic Differentiation

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

Code for the paper "Computation-Aware Kalman Filtering and Smoothing"

A Julia package that provides high-level abstractions for simulating and deploying stochastic filters

Fiiiiiiiiiiiiiilters

Suite of Julia packages solving the GDE for aerosol: measurement simulation and parameter estimation

Accompanying repository to a paper presented at the IEEE MFI 2024 conference (link below).

Julia Implementation of Multilevel Ensemble Kalman Filtering (MLEnKF) with Local Kalman Gains

Unscented Kalman Filter