A flexible, modern, C++ recursive Bayesian estimation library.
-
Updated
Nov 2, 2023 - C++
A flexible, modern, C++ recursive Bayesian estimation library.
Sigma-Point Kalman Filters
Code supplement for "The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models"
This repository contains simple implementations for different Bayesian filters (Kalman, Extended Kalman, Unscented Kalman, and Particle filters)
These slides were presented at my dissertation defense (Division of Applied Mathematics, Brown University, 23 May 2018).
XeLaTeX for "A Discriminative Approach to Bayesian Filtering with Applications to Human Neural Decoding"
This repository contains code implementations for the Discriminative Kalman Filter.
Simple Kalman Filter.
Add a description, image, and links to the recursive-bayesian-estimation topic page so that developers can more easily learn about it.
To associate your repository with the recursive-bayesian-estimation topic, visit your repo's landing page and select "manage topics."