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https://github.com/baggepinnen/lowlevelparticlefilters.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

https://github.com/baggepinnen/lowlevelparticlefilters.jl

Science Score: 26.0%

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    CITATION.cff file
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    Scientific vocabulary similarity
    Low similarity (11.2%) to scientific vocabulary

Keywords

bayesian-inference control-systems controls data-assimilation dynamical-systems estimation extended-kalman-filter gnss guidance-navigation-control kalman-filter monte-carlo-methods parameter-estimation particle-filter prediction-error-method sequential-monte-carlo state-estimation system-identification tracking unscented-kalman-filter virtual-sensing

Keywords from Contributors

neural-sde pde symbolic-computation ode hybrid-differential-equations ordinary-differential-equations delay-differential-equations flux differential-equations dde
Last synced: 5 months ago · JSON representation

Repository

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Basic Info
Statistics
  • Stars: 135
  • Watchers: 4
  • Forks: 18
  • Open Issues: 9
  • Releases: 86
Topics
bayesian-inference control-systems controls data-assimilation dynamical-systems estimation extended-kalman-filter gnss guidance-navigation-control kalman-filter monte-carlo-methods parameter-estimation particle-filter prediction-error-method sequential-monte-carlo state-estimation system-identification tracking unscented-kalman-filter virtual-sensing
Created about 8 years ago · Last pushed 6 months ago
Metadata Files
Readme License

README.md

LowLevelParticleFilters

CI codecov Documentation, stable Documentation, latest

This is a library for state estimation, smoothing and parameter estimation.

Estimator Types

We provide a number of Kalman and particle filter types - ParticleFilter: This filter is simple to use and assumes that both dynamics noise and measurement noise are additive. - AuxiliaryParticleFilter: This filter is identical to ParticleFilter, but uses a slightly different proposal mechanism for new particles. - AdvancedParticleFilter: This filter gives you more flexibility, at the expense of having to define a few more functions. - KalmanFilter. A standard Kalman filter. Has the same features as the particle filters, but is restricted to linear dynamics (possibly time varying) and Gaussian noise. - SqKalmanFilter. A standard Kalman filter on square-root form (slightly slower but more numerically stable with ill-conditioned covariance). - ExtendedKalmanFilter: For nonlinear systems, the EKF runs a regular Kalman filter on linearized dynamics. Uses ForwardDiff.jl for linearization. The noise model must be Gaussian. - IteratedExtendedKalmanFilter: Similar to EKF, but performs iteration in the measurement update for increased accuracy in the covariance update. - UnscentedKalmanFilter: The Unscented kalman filter often performs slightly better than the Extended Kalman filter but may be slightly more computationally expensive. The UKF handles nonlinear dynamics and measurement models, but still requires an Gaussian noise model (may be non additive). - IMM: The Interacting Multiple Models filter switches between multiple internal filters based on a hidden Markov model. - RBPF: A Rao-Blackwellized particle filter that uses a Kalman filter for the linear part of the state and a particle filter for the nonlinear part.

Documentation

Documentation, stable Documentation, latest

Owner

  • Name: Fredrik Bagge Carlson
  • Login: baggepinnen
  • Kind: user
  • Location: Lund, Sweden

Control systems, system identification, signal processing and machine learning

GitHub Events

Total
  • Create event: 98
  • Commit comment event: 20
  • Issues event: 18
  • Release event: 31
  • Watch event: 22
  • Delete event: 76
  • Issue comment event: 166
  • Push event: 374
  • Pull request review event: 3
  • Pull request review comment event: 5
  • Pull request event: 148
  • Fork event: 2
Last Year
  • Create event: 98
  • Commit comment event: 20
  • Issues event: 18
  • Release event: 31
  • Watch event: 22
  • Delete event: 76
  • Issue comment event: 166
  • Push event: 374
  • Pull request review event: 3
  • Pull request review comment event: 5
  • Pull request event: 148
  • Fork event: 2

Committers

Last synced: 8 months ago

All Time
  • Total Commits: 538
  • Total Committers: 11
  • Avg Commits per committer: 48.909
  • Development Distribution Score (DDS): 0.093
Past Year
  • Commits: 187
  • Committers: 3
  • Avg Commits per committer: 62.333
  • Development Distribution Score (DDS): 0.021
Top Committers
Name Email Commits
Fredrik Bagge Carlson b****n@g****m 488
github-actions[bot] 4****] 28
Fredrik Bagge Carlson b****n@g****m 9
CompatHelper Julia c****y@j****g 5
Philippe Roy b****r@y****a 2
n0wis n****s 1
Yao Lu l****s@g****m 1
Venkateshprasad 3****k 1
Nina Schmid 9****n 1
Julia TagBot 5****t 1
Daniel Schraik 2****r 1
Committer Domains (Top 20 + Academic)
yahoo.ca: 1 julialang.org: 1 github.com: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 39
  • Total pull requests: 266
  • Average time to close issues: about 1 month
  • Average time to close pull requests: 13 days
  • Total issue authors: 23
  • Total pull request authors: 10
  • Average comments per issue: 7.31
  • Average comments per pull request: 0.68
  • Merged pull requests: 215
  • Bot issues: 0
  • Bot pull requests: 67
Past Year
  • Issues: 13
  • Pull requests: 155
  • Average time to close issues: 7 days
  • Average time to close pull requests: 2 days
  • Issue authors: 10
  • Pull request authors: 2
  • Average comments per issue: 2.08
  • Average comments per pull request: 0.71
  • Merged pull requests: 142
  • Bot issues: 0
  • Bot pull requests: 8
View more stats
Top Authors
Issue Authors
  • baggepinnen (14)
  • dfabianus (2)
  • Balinus (2)
  • ufechner7 (2)
  • knuesel (1)
  • JuliaTagBot (1)
  • matthewgcooper (1)
  • GlenHenshaw (1)
  • SamuelBrand1 (1)
  • Azercoco (1)
  • the-noble-argon (1)
  • r2cp (1)
  • danscr (1)
  • justidy1 (1)
  • yakir12 (1)
Pull Request Authors
  • baggepinnen (186)
  • github-actions[bot] (67)
  • ven-k (3)
  • Balinus (2)
  • danscr (2)
  • yakir12 (2)
  • schminin (1)
  • n0wis (1)
  • AStupidBear (1)
  • JuliaTagBot (1)
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • julia 132 total
  • Total dependent packages: 2
  • Total dependent repositories: 0
  • Total versions: 87
juliahub.com: LowLevelParticleFilters

State estimation, smoothing and parameter estimation using Kalman and particle filters.

  • Versions: 87
  • Dependent Packages: 2
  • Dependent Repositories: 0
  • Downloads: 132 Total
Rankings
Stargazers count: 8.1%
Dependent repos count: 9.9%
Average: 11.6%
Forks count: 11.7%
Dependent packages count: 16.6%
Last synced: 6 months ago

Dependencies

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