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  1. ekfukf ekfukf Public

    EKF/UKF toolbox for Matlab/Octave

    MATLAB 96 38

  2. Bayesian-Filtering-and-Smoothing Bayesian-Filtering-and-Smoothing Public

    Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson

    Jupyter Notebook 54 16

  3. sequential-parallelization-examples sequential-parallelization-examples Public

    This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.

    Jupyter Notebook 24 4

  4. parallel-non-linear-gaussian-smoothers parallel-non-linear-gaussian-smoothers Public

    Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.

    Jupyter Notebook 22 2

  5. parallel-gps parallel-gps Public

    GPFlow based implementation of temporal parallellization of state space GPs

    Python 15 3

  6. sqrt-parallel-smoothers sqrt-parallel-smoothers Public

    A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well a…

    Jupyter Notebook 11 4

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