Kalman.jl

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Time-varying & matrix-free observation operators?

1

Hi, I am writing to kindly request an extra feature to make `H` an array of matrix-free operators, where `H[i]` is the observation operator of the `i`-th time step and...

ziyiyin97

Thanks for your great work! Is there a way to use Kalman.jl from inside [ModelinToolkit.jl](https://github.com/SciML/ModelingToolkit.jl)? I was thinking to implement it manually in MTK, but maybe that's unnessecary. Thanks!

jankap

Implement a Kalman filter as a transducer

1

Ref. https://github.com/JuliaFolds/Transducers.jl

mschauer

Example crashes Julia

4

When I try the example, at the loop step ```julia for i in 1:N global p p = Φ*p ⊕ Gaussian(zero(x0), Q) p, yres, _ = Kalman.correct(Kalman.JosephForm(), p, (Gaussian(ys[i], R),...

liamh

Roadmap to Package registering

18

Contributions, comments and feature requests are most welcome. I will settle for an interface which combines an Observation model and a Evolution model with a Filter method, so e.g. ```...

mschauer

Implement Square Root Filter

7

After running the Kalman filter on some data, I'd like to sample from the posterior, but I get ```julia > rand(estimates[end]) ArgumentError: matrix is not symmetric/Hermitian. This error can be...

cstjean