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GitHub / sarapv / 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.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sarapv%2FPerez-Vieites2018_NestedHybridFilter

Stars: 3
Forks: 0
Open Issues: 0

License: mit
Language: MATLAB
Repo Size: 123 KB
Dependencies: pending

Created: almost 2 years ago
Updated: 6 months ago
Last pushed: 3 months ago
Last synced: 3 months ago

Topics: bayesian-inference, computational-statistics, filtering-algorithm, online-learning, parameter-estimation, state-space-model

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