sarapv/Perez-Vieites2021_NestedGaussianFilter sarapv/Perez-Vieites2021_NestedGaussianFilter

  • Stars
    star
    3
  • Rank 3,963,521 (Top 79 %)
  • Language
    MATLAB
  • License
    MIT License
  • Created almost 2 years ago
  • Updated over 1 year ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
sarapv/Perez-Vieites2021_NestedGaussianFilter
github

sarapv

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implemented to compare performance.

More Repositories

1

Perez-Vieites2018_NestedHybridFilter

Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.
MATLAB
3
star