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GitHub topics: kalman-bucy-filter

DanielMartensson/Weller-to-JBC-converter

Convert your old Weller to a JBC

Language: C - Size: 283 MB - Last synced at: about 23 hours ago - Pushed at: about 23 hours ago - Stars: 2 - Forks: 0

fangyuan-ksgk/Multilevel-Ensemble-Kalman-Bucy-Filter

This repository contains an implementation of the Multilevel Ensemble Kalman Bucy Filter. Code for HPC implementation with MPI cores, designed to run on Supercomputer Shaheen is also included. The algorithm deals with linear Gaussian filtering problems in continuous time and has appealing performance in high dimensions.

Language: Jupyter Notebook - Size: 246 KB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0