GaussianFilters.jl
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sisl
Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD
In simulate.jl, a random state is sampled from the Gaussian Belief: ``` # make initial state s0 = rand(rng, b0) ``` However, the rng passed into the `rand()` function isn't...
The ParticleFilters.jl package is excellent because it can also interface with the POMDPs belief updaters—I'm wondering if this is something you've intended for this package too.
I just realized that many of the tests [use hard-coded values for comparison](https://github.com/sisl/GaussianFilters.jl/blob/d264bd43337b77864c1756d83665f1af871c93fc/test/test_kf.jl#L51). Since the random number generator changes between Julia versions most of these tests fail on all versions...
The `PHDFilter` currently seems a bit out of place. It is not an `AbstractFiltert` and the `update` dispatch expects s a different signature: https://github.com/sisl/GaussianFilters.jl/blob/d264bd43337b77864c1756d83665f1af871c93fc/src/gmphd.jl#L22 That is, it does not have...
Some time ago, I played around with the DD2 Kalman filter--see "New developments in state estimation for nonlinear systems" by Nørgaard, Poulsen, Ravn in Automatica 36 (11), 1627-1638 (doi:`10.1016/s0005-1098(00)00089-3`; it's...
The Julia package registry implicitly added some [compat] information for all the dependencies of this package. But those are now out of date (but everything just works when circumventing those...
Ref: http://ba-ngu.vo-au.com/vo/RVVD_LMB_TSP14.pdf
If you want to maximize performance, having structs immutable is a good first step. However, to get even better performance, it should be avoided to have non-concrete fields. These things...
I think there are a couple type checks and if statements that could be handled by multiple dispatch as well as some checks for boolean that could use `nothing` or...
It would be a nice addition to this package. Reference: Bar-Shalom, Yaakov, X. Rong Li, and Thiagalingam Kirubarajan. Estimation with applications to tracking and navigation: theory algorithms and software. John...