kalman-smoother topic

A small collection of Kalman Filters on Lie groups

artivis

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

fipelle

Flexible filtering and smoothing in Julia

mschauer

Package implementing common state-space routines.

FRBNY-DSGE

Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX

AaltoML

Interactive and real time 2D simulation of the Kalman Filter in use to reduce statistical input noise.

avivace

Multidimensional implementation of standard and extended Kalman Filters

Xylambda