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Ecole Centrale Lyon
- Lyon, France
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awesomepkf
awesomepkf PublicPython library for pairwise Kalman filtering and smoothing on Gaussian pairwise Markov models: linear PKF, nonlinear EPKF/UPKF/PPF, six equivalent linear smoothers, EM learning and back-action test…
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exactIMM
exactIMM Publicxact filtering in Gaussian Markov switching systems: constant-gain optimal filter under the AB constraint, exact K^N mixture filter, IMM and GPB2 reference implementations, Baum-Welch (semi-)superv…
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awesomePMC
awesomePMC PublicCopula-based pairwise Markov chains for non-Gaussian time-series classification, estimation, imputation and forecasting.
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