Recent Releases of https://github.com/baggepinnen/lowlevelparticlefilters.jl

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.22.0

LowLevelParticleFilters v3.22.0

Diff since v3.21.3

Merged pull requests: - more realistic NN example use case (#231) (@baggepinnen) - add SqEKF, an EKF on square-root form (#232) (@baggepinnen)

- Julia
Published by github-actions[bot] 9 months ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.21.3

LowLevelParticleFilters v3.21.3

Diff since v3.21.2

Merged pull requests: - add encoder-pulse velocity estimation example (#230) (@baggepinnen)

- Julia
Published by github-actions[bot] 9 months ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.21.2

LowLevelParticleFilters v3.21.2

Diff since v3.21.1

Merged pull requests: - add an example with stochastic sample rates (#228) (@baggepinnen) - fix smoothing plot when no filter state are drawn (#229) (@baggepinnen)

Closed issues: - Disturbance smoothing (#204)

- Julia
Published by github-actions[bot] 9 months ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.21.1

LowLevelParticleFilters v3.21.1

Diff since v3.21.0

Merged pull requests: - Remove Parameters.jl and replace with modern Julia alternatives (#227) (@martincornejo)

Closed issues: - Sampling with degenerate process noise (#224)

- Julia
Published by github-actions[bot] 10 months ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.21.0

LowLevelParticleFilters v3.21.0

Diff since v3.20.4

Merged pull requests: - allow passing cholesky factors to SqKalman (#225) (@baggepinnen) - Misc updates (#226) (@baggepinnen)

Closed issues: - hope have correlation filter (#219)

- Julia
Published by github-actions[bot] 10 months ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.20.4

LowLevelParticleFilters v3.20.4

Diff since v3.20.3

Merged pull requests: - add MBF version of Kalman smoother (#205) (@baggepinnen) - better error message for factorization failures (#208) (@baggepinnen) - add further notes on sample-rate invariant tuning (#220) (@baggepinnen) - solve dispatch issue in loglik (#222) (@baggepinnen)

Closed issues: - Possible loglik dispatch issue (#221)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.20.3

LowLevelParticleFilters v3.20.3

Diff since v3.20.2

Merged pull requests: - add notes on sample-rate invariant covariance tuning (#217) (@baggepinnen) - add notes on performance as a function of sample rate (#218) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.20.2

LowLevelParticleFilters v3.20.2

Diff since v3.20.1

Merged pull requests: - CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) (#209) (@github-actions[bot]) - add notes on observability to disturbance gallery (#215) (@baggepinnen) - add KalmanSmoothingSolution object for easier plotting (#216) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.20.1

LowLevelParticleFilters v3.20.1

Diff since v3.20.0

Merged pull requests: - add disturbance gallery to docs (#214) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.20.0

LowLevelParticleFilters v3.20.0

Diff since v3.19.2

Merged pull requests: - add support for callbacks in forward_trajectory for KF (#212) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.19.2

LowLevelParticleFilters v3.19.2

Diff since v3.19.1

Merged pull requests: - log likelihood estimation with known state sequence (#207) (@baggepinnen) - replace LoopVectorization with SLEEFPirates directly (#210) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.19.1

LowLevelParticleFilters v3.19.1

Diff since v3.19.0

Merged pull requests: - optimize special case with only single covariance matrix (#202) (@baggepinnen) - add time property of solution objects (#203) (@baggepinnen) - test and better document function versions of matrices (#206) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.19.0

LowLevelParticleFilters v3.19.0

Diff since v3.18.1

Merged pull requests: - show how to compute parameter covariance (#194) (@baggepinnen) - propagate interact setting from filter (#196) (@baggepinnen) - add Rao-Blackwellized particle filter (#197) (@baggepinnen) - implement the simulation interface for RBPF (#198) (@baggepinnen) - add RBPF example to docs (#199) (@baggepinnen) - handle inplace and augmented dynamics in RBPF (#200) (@baggepinnen) - account for marginal linear dist in plot (#201) (@baggepinnen)

Closed issues: - Rao-Blackwellized PF (#195)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.18.1

LowLevelParticleFilters v3.18.1

Diff since v3.18.0

Merged pull requests: - tweak UT defaults (#193) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.18.0

LowLevelParticleFilters v3.18.0

Diff since v3.17.0

This version adds the option to tune the weights for the unscented transform in the UKF. See https://baggepinnen.github.io/LowLevelParticleFilters.jl/dev/ut/ for an overview. This means that user-provided functions to compute mean and covariance in the UKF are now documented to take an additional argument for the weights. The old version without weight argument should still work the same (but is no longer documented), in which case unweighted means and covariance are used.

Merged pull requests: - Add weight options for unscented transform (#191) (@baggepinnen) - add docs on unscented transform (#192) (@baggepinnen)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.17.0

LowLevelParticleFilters v3.17.0

Diff since v3.16.1

Merged pull requests: - add option to return partial solution upon failure (#189) (@baggepinnen) - add weighted quantile function (#190) (@baggepinnen)

Closed issues: - Add Iterated Extended Kalman Filter (#177) - Cholesky factorization failure (#182)

- Julia
Published by github-actions[bot] about 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.16.1

LowLevelParticleFilters v3.16.1

Diff since v3.16.0

Merged pull requests: - run nonlinear KF benchmarks in tests (#187) (@baggepinnen) - add helpful error messages when chol fails (#188) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.16.0

LowLevelParticleFilters v3.16.0

Diff since v3.15.1

Merged pull requests: - render fault detection tutorial here (#184) (@baggepinnen) - Add Iterated Extended Kalman Filter (#185) (@baggepinnen) - fix loglikelihood calculation for AUX PF (#186) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.15.1

LowLevelParticleFilters v3.15.1

Diff since v3.15.0

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.15.0

LowLevelParticleFilters v3.15.0

Diff since v3.14.0

Merged pull requests: - add signal names to kalman-type filters (#181) (@baggepinnen) - add interface to CS.observability (#183) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.14.0

LowLevelParticleFilters v3.14.0

Diff since v3.13.0

Merged pull requests: - add plots for covariance (#180) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.13.0

LowLevelParticleFilters v3.13.0

Diff since v3.12.3

Merged pull requests: - add tutorial (#178) (@baggepinnen) - faster covm for large SVector sigma points (#179) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.12.3

LowLevelParticleFilters v3.12.3

Diff since v3.12.2

Merged pull requests: - improve numerics in IMM (#175) (@baggepinnen) - Rm dep (#176) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.12.2

LowLevelParticleFilters v3.12.2

Diff since v3.12.1

Add experimental implementation of the "Interacting Multiple model filter" IMM

Merged pull requests: - add Interacting Multiple Models (#173) (@baggepinnen) - Generalize correct for APF (#174) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.12.1

LowLevelParticleFilters v3.12.1

Diff since v3.12.0

Merged pull requests: - handle low-dimensional noise (#172) (@baggepinnen)

Closed issues: - Innovation function and other functions as inputs (#168)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.12.0

LowLevelParticleFilters v3.12.0

Diff since v3.11.0

New concept introduced: Measurement models. See Measurement models in the documentation.

Merged pull requests: - make it possible to override Kalman-filter matrices (#165) (@baggepinnen) - smoothing performance improvements (#166) (@baggepinnen) - provide richer feedback on cholesky error (#167) (@baggepinnen) - add option to supply custom covariance functions to UKF (#169) (@baggepinnen) - optimize numerics in EKF smoothing (#170) (@baggepinnen) - allow multiple measurement models in Kalman filters (#171) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.11.0

LowLevelParticleFilters v3.11.0

Diff since v3.10.1

Merged pull requests: - add ability to plot covariance in Kalman filter solution plot (#164) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.10.1

LowLevelParticleFilters v3.10.1

Diff since v3.10.0

Merged pull requests: - rm explicit deps (#162) (@baggepinnen) - more robust detection of inplace measurement for MeasurementOop (#163) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.10.0

LowLevelParticleFilters v3.10.0

Diff since v3.9.1

  • Performance improvements for large systems
  • Support for in-place dynamics and measurement functions in EKF/UKF
  • Support for user-defined Jacobians in EKF
  • Ability to plot output prediction and prediction error in Kalman-filter solution plot
  • New tutorial: Adaptive Neural-Network training

Merged pull requests: - accept user-defined jacobians in EKF (#158) (@baggepinnen) - introduce optional non-unit sample interval (#159) (@baggepinnen) - Performance optimizations for large systems (#160) (@baggepinnen) - add adaptive neural-network tutorial (#161) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.9.1

LowLevelParticleFilters v3.9.1

Diff since v3.9.0

Merged pull requests: - Add mechanism for rejection of bad sigma points (#155) (@baggepinnen) - add some tests (#156) (@baggepinnen) - copy input arrays that are mutated as state (#157) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.9.0

LowLevelParticleFilters v3.9.0

Diff since v3.8.0

  • Add augmented UKF. This version of the UKF takes explicit noise terms as input to the dynamics and is thus able to handle non-additive noise.
  • Move Distributions.jl to a weak dependency and thus reduce the number of transitive dependencies substantially. This should be non-breaking since nothing from Distributions.jl was previously exported. This means that users that only use Kalman filters do not have to depend on Distributions.jl. To handle the most common case of multivariate normal distributions, a LowLevelParticleFilters.SimpleMvNormal type is added.

Merged pull requests: - CompatHelper: add new compat entry for MonteCarloMeasurements in [weakdeps] at version 1, (keep existing compat) (#151) (@github-actions[bot]) - CompatHelper: add new compat entry for Plots in [weakdeps] at version 1, (keep existing compat) (#152) (@github-actions[bot]) - move Distributions.jl to weak dep (#153) (@baggepinnen) - add augmented UKF (#154) (@baggepinnen)

Closed issues: - More flexible noise in UKF (#115)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.8.0

LowLevelParticleFilters v3.8.0

Diff since v3.7.1

This version 1. Moves from Requires.jl to package extensions for Plots.jl and MonteCarloMeasurements.jl 2. Removes a significant number of direct and transitive dependencies, corresponding to the following change: julia (LowLevelParticleFilters) pkg> rm Requires SciMLBase SeeToDee SimpleNonlinearSolve Updating `~/.julia/dev/LowLevelParticleFilters/Project.toml` [ae029012] - Requires v1.3.0 [0bca4576] - SciMLBase v2.59.2 [1c904df7] - SeeToDee v1.3.0 [727e6d20] - SimpleNonlinearSolve v2.0.0 Updating `~/.julia/dev/LowLevelParticleFilters/Manifest.toml` [47edcb42] - ADTypes v1.9.0 [7d9f7c33] - Accessors v0.1.38 [70df07ce] - BracketingNonlinearSolve v1.1.0 [7057c7e9] - Cassette v0.3.14 [38540f10] - CommonSolve v0.2.4 [a33af91c] - CompositionsBase v0.1.2 [2569d6c7] - ConcreteStructs v0.2.3 [187b0558] - ConstructionBase v1.5.8 [e2d170a0] - DataValueInterfaces v1.0.0 [a0c0ee7d] - DifferentiationInterface v0.6.22 [4e289a0a] - EnumX v1.0.4 [f151be2c] - EnzymeCore v0.8.5 [e2ba6199] - ExprTools v0.1.10 [6b7a57c9] - Expronicon v0.8.5 [9aa1b823] - FastClosures v0.3.2 [442a2c76] - FastGaussQuadrature v1.0.2 [6a86dc24] - FiniteDiff v2.26.0 [f62d2435] - FunctionProperties v0.1.2 [069b7b12] - FunctionWrappers v1.1.3 [77dc65aa] - FunctionWrappersWrappers v0.1.3 [46192b85] - GPUArraysCore v0.2.0 [3587e190] - InverseFunctions v0.1.17 [82899510] - IteratorInterfaceExtensions v1.0.0 [87fe0de2] - LineSearch v0.1.4 [d8e11817] - MLStyle v0.4.17 [bb5d69b7] - MaybeInplace v0.1.4 [be0214bd] - NonlinearSolveBase v1.3.1 [d236fae5] - PreallocationTools v0.4.24 [731186ca] - RecursiveArrayTools v3.27.3 [7e49a35a] - RuntimeGeneratedFunctions v0.5.13 [0bca4576] - SciMLBase v2.59.2 [19f34311] - SciMLJacobianOperators v0.1.1 [c0aeaf25] - SciMLOperators v0.3.12 [53ae85a6] - SciMLStructures v1.5.0 [1c904df7] - SeeToDee v1.3.0 [efcf1570] - Setfield v1.1.1 [727e6d20] - SimpleNonlinearSolve v2.0.0 [2efcf032] - SymbolicIndexingInterface v0.3.34 [3783bdb8] - TableTraits v1.0.1 [bd369af6] - Tables v1.12.0 [a759f4b9] - TimerOutputs v0.5.25 [8ba89e20] - Distributed [9fa8497b] - Future

The change should be non breaking, please open an issue if you experience any problems with this change!

Merged pull requests: - remove unused R2d (#147) (@baggepinnen) - rm SciML deps (#148) (@baggepinnen) - rm mcm dep (#149) (@baggepinnen) - introduce PlotsExt instead of Requires (#150) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.7.1

LowLevelParticleFilters v3.7.1

Diff since v3.7.0

Merged pull requests: - make alpha configurable at each time step (#144) (@baggepinnen) - JET optimize EKF and switch t from Ref{Int} to Int (#145) (@baggepinnen) - add tests for differentiability (#146) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.7.0

LowLevelParticleFilters v3.7.0

Diff since v3.6.5

  • The internals of Kalman filters (all flavors) have been redesigned in order to allow completely allocation free operation when all arrays are static. The performance-tips section of the docs indicate how to set up a filter to achieve this.
  • Kalman filters are tested for absence of potential dynamic dispatch using JET.jl. This should hopefully make then suitable for compilation using juliac, and possibly also StaticCompiler.jl
  • If you run into method or type errors due to the change of internals, please open an issue.

Merged pull requests: - add in-place support for dynamics functions in UKF (#139) (@baggepinnen) - add JET analysis (#141) (@baggepinnen) - make sure plots are rendered as PNG (#142) (@baggepinnen) - JET optimize SqKalman (#143) (@baggepinnen)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.6.5

LowLevelParticleFilters v3.6.5

Diff since v3.6.4

Merged pull requests: - test UKF with non-array u (#138) (@baggepinnen) - CompatHelper: bump compat for SimpleNonlinearSolve to 2, (keep existing compat) (#140) (@github-actions[bot])

Closed issues: - Does correct!() support missing samples as explained in docs? (#136)

- Julia
Published by github-actions[bot] over 1 year ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.6.4

LowLevelParticleFilters v3.6.4

Diff since v3.6.3

Merged pull requests: - activate CI cache (#132) (@baggepinnen) - improve PF loglik estimate (#135) (@baggepinnen)

Closed issues: - Particle filter with second order Markov model (#133) - loglik bug for ParticleFilter with resampling (#134)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.6.3

LowLevelParticleFilters v3.6.3

Diff since v3.6.2

Merged pull requests: - Fix indexing error in particle resampling (#131) (@danscr)

Closed issues: - Improve documentation (#130)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.6.2

LowLevelParticleFilters v3.6.2

Diff since v3.6.1

Merged pull requests: - bump versions (#129) (@baggepinnen)

Closed issues: - Observed variables (#127) - Installing this package is downgrading many other packages (#128)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.6.1

LowLevelParticleFilters v3.6.1

Diff since v3.6.0

Merged pull requests: - CompatHelper: bump compat for NonlinearSolve to 2, (keep existing compat) (#120) (@github-actions[bot])

Closed issues: - Compatibility to ModelingToolkit.jl? (#122)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.6.0

LowLevelParticleFilters v3.6.0

Diff since v3.5.0

Merged pull requests: - states -> state / state variables (#116) (@baggepinnen) - CompatHelper: bump compat for SciMLBase to 2, (keep existing compat) (#118) (@github-actions[bot]) - add square root kalman filter (#119) (@baggepinnen)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.5.0

LowLevelParticleFilters v3.5.0

Diff since v3.4.1

Merged pull requests: - add RTS smoother for UKF (#114) (@baggepinnen)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.4.1

LowLevelParticleFilters v3.4.1

Diff since v3.4.0

Merged pull requests: - CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#112) (@github-actions[bot]) - convert to SVector before calling sigmapoints (#113) (@baggepinnen)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.4.0

LowLevelParticleFilters v3.4.0

Diff since v3.3.9

Merged pull requests: - Move examples to dedicated folder (#110) (@baggepinnen) - add GaussNewton parameter-estimation example (#111) (@baggepinnen)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.9

LowLevelParticleFilters v3.3.9

Diff since v3.3.8

Merged pull requests: - add DAE estimation tutorial (#107) (@baggepinnen) - add option to sample to get initial point (#108) (@schminin)

- Julia
Published by github-actions[bot] over 2 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.8

LowLevelParticleFilters v3.3.8

Diff since v3.3.7

- Julia
Published by github-actions[bot] almost 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.7

LowLevelParticleFilters v3.3.7

Diff since v3.3.6

Closed issues: - Incremental precomiplation fatally broken (#106)

- Julia
Published by github-actions[bot] almost 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.6

LowLevelParticleFilters v3.3.6

Diff since v3.3.5

Closed issues: - Passing dynamics noise density makes stochastic dynamics less expressive (#105)

- Julia
Published by github-actions[bot] almost 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.5

LowLevelParticleFilters v3.3.5

Diff since v3.3.4

Closed issues: - LowLevelParticleFilters won't compile on Julia 1.8/macOS (#103)

- Julia
Published by github-actions[bot] about 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.4

LowLevelParticleFilters v3.3.4

Diff since v3.3.3

Merged pull requests: - tolerate wider time type (#102) (@baggepinnen)

- Julia
Published by github-actions[bot] about 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.3

LowLevelParticleFilters v3.3.3

Diff since v3.3.2

Closed issues: - Typo in DAEUnscentedKalmanFilter docstring (#100)

Merged pull requests: - add ControlSystems glue package (#101) (@baggepinnen)

- Julia
Published by github-actions[bot] about 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.2

LowLevelParticleFilters v3.3.2

Diff since v3.3.1

Merged pull requests: - add ekf constructor (#98) (@baggepinnen) - Import SymbolicIndexingInterface (#99) (@ven-k)

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.1

LowLevelParticleFilters v3.3.1

Diff since v3.3.0

Closed issues: - Support for non-uniform observations? (#89)

Merged pull requests: - don't forget to discretize your ODEs (#96) (@baggepinnen) - StatsAPI compat (#97) (@baggepinnen)

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.3.0

  • Added ability to override covariance matrices in the predict! and correct! functions for Kalman filters.
  • Added a Recursive-Least Squares style forgetting factor option to Kalman filters.
  • Added an adaptive Kalman-filtering tutorial

- Julia
Published by baggepinnen over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.2.1

LowLevelParticleFilters v3.2.1

Diff since v3.2.0

Merged pull requests: - CompatHelper: bump compat for Polyester to 0.7, (keep existing compat) (#93) (@github-actions[bot])

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.2.0

LowLevelParticleFilters v3.2.0

Diff since v3.1.2

Merged pull requests: - "weigthed" -> "weighted" (#92) (@n0wis)

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.1.2

LowLevelParticleFilters v3.1.2

Diff since v3.1.1

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.1.1

LowLevelParticleFilters v3.1.1

Diff since v3.1.0

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.1.0

LowLevelParticleFilters v3.1.0

Diff since v3.0.1

Closed issues: - Ensemble Kalman filters? (#87)

Merged pull requests: - add more docs on discretization (#85) (@baggepinnen) - add beetle example (#86) (@baggepinnen) - typo (#90) (@Balinus)

- Julia
Published by github-actions[bot] over 3 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.0.1

LowLevelParticleFilters v3.0.1

Diff since v3.0.0

- Julia
Published by github-actions[bot] about 4 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v3.0.0

LowLevelParticleFilters v3.0.0

Diff since v2.1.0

Breaking changes

This package now follows the SciML interface of including a parameter p in most function signature. p always comes right before the time argument t, for example: julia dynamics(x,u,t) # old signature dynamics(x,u,p,t) # new signature

forward_trajectory now returns a solution structure

Other changes includes - Time varying matrices and matrices as functions of (x,u,p,t) for KalmanFilter and friends. - An UKF for DAE systems. - Much improved docs and new examples

Closed issues: - v3.0 (#78)

Merged pull requests: - Performance improvements for DAE filtering (#81) (@baggepinnen) - add parameters like SciML interface (#82) (@baggepinnen) - add parameter estimation examples (#84) (@baggepinnen)

- Julia
Published by github-actions[bot] about 4 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v2.1.0

LowLevelParticleFilters v2.1.0

Diff since v2.0.1

Merged pull requests: - WIP UKF for DAE (#79) (@baggepinnen) - run less CI (#80) (@baggepinnen)

- Julia
Published by github-actions[bot] about 4 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v2.0.1

LowLevelParticleFilters v2.0.1

Diff since v2.0.0

- Julia
Published by github-actions[bot] over 4 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v2.0.0

LowLevelParticleFilters v2.0.0

Diff since v1.0.5

New features: - Extended Kalman filter - Improved documentation

Breaking changes: - correct! and update! returns both log likelihood and prediction error - Some measurement and dynamics functions have changed signatures, e.g., measurement_equation!(f::Filter, u, y, t) https://github.com/baggepinnen/LowLevelParticleFilters.jl/commit/f7f6d7804c5d18d5f14a1933b0c2607691128df9

Closed issues: - notation + documentation (#76)

Merged pull requests: - add EKF and docs (#77) (@baggepinnen)

- Julia
Published by github-actions[bot] over 4 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v1.0.5

LowLevelParticleFilters v1.0.5

Diff since v1.0.4

Merged pull requests: - CompatHelper: bump compat for "Distributions" to "0.25" (#75) (@github-actions[bot])

- Julia
Published by github-actions[bot] about 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v1.0.4

LowLevelParticleFilters v1.0.4

Diff since v1.0.3

Merged pull requests: - CompatHelper: bump compat for "LoopVectorization" to "0.12" (#74) (@github-actions[bot])

- Julia
Published by github-actions[bot] about 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v1.0.3

LowLevelParticleFilters v1.0.3

Diff since v1.0.2

Merged pull requests: - MassInstallAction: Install the TagBot workflow on this repository (#70) (@baggepinnen) - CompatHelper: bump compat for "LoopVectorization" to "0.10" (#71) (@github-actions[bot]) - CompatHelper: bump compat for "LoopVectorization" to "0.11" (#72) (@github-actions[bot])

- Julia
Published by github-actions[bot] over 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v1.0.2

LowLevelParticleFilters v1.0.2

Diff since v1.0.1

- Julia
Published by github-actions[bot] over 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v1.0.1

LowLevelParticleFilters v1.0.1

Diff since v1.0.0

Merged pull requests: - CompatHelper: bump compat for "Distributions" to "0.24" (#66) (@github-actions[bot])

- Julia
Published by github-actions[bot] over 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v1.0.0

LowLevelParticleFilters v1.0.0

Diff since v0.4.8

Closed issues: - Dependency Deprecated - Yeppp (#65)

- Julia
Published by github-actions[bot] over 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.8

LowLevelParticleFilters v0.4.8

Diff since v0.4.7

- Julia
Published by github-actions[bot] over 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.7

LowLevelParticleFilters v0.4.7

Diff since v0.4.6

  • Support for direct terms (D) in the KalmanFilter.

- Julia
Published by github-actions[bot] over 5 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.6

LowLevelParticleFilters v0.4.6

Diff since v0.4.5

- Julia
Published by github-actions[bot] about 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.5

LowLevelParticleFilters v0.4.5

Adds support for MonteCarloMeasurements.jl. See the readme for instructions.

Diff since v0.4.4

- Julia
Published by github-actions[bot] about 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.4

LowLevelParticleFilters v0.4.4

Diff since v0.4.3

Merged pull requests: - CompatHelper: bump compat for "VectorizationBase" to "0.10" (#54) (@github-actions[bot]) - CompatHelper: bump compat for "RecipesBase" to "1.0" (#55) (@github-actions[bot])

- Julia
Published by github-actions[bot] about 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.3

LowLevelParticleFilters v0.4.3

Diff since v0.4.2

Merged pull requests: - using .Plots (#52) (@AStupidBear) - CompatHelper: bump compat for "StatsBase" to "0.33" (#53) (@github-actions[bot])

- Julia
Published by github-actions[bot] about 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.2

LowLevelParticleFilters v0.4.2

Diff since v0.4.1

Merged pull requests: - CompatHelper: add new compat entry for "RecipesBase" at version "0.8" (#43) (@github-actions[bot]) - mess with plots dep (#46) (@baggepinnen) - CompatHelper: bump compat for "VectorizationBase" to "0.6" (#47) (@github-actions[bot]) - CompatHelper: bump compat for "VectorizationBase" to "0.7" (#48) (@github-actions[bot]) - CompatHelper: bump compat for "VectorizationBase" to "0.8" (#49) (@github-actions[bot]) - CompatHelper: bump compat for "Distributions" to "0.23" (#51) (@github-actions[bot])

- Julia
Published by github-actions[bot] about 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.1

LowLevelParticleFilters v0.4.1

Diff since v0.4.0

Merged pull requests: - CompatHelper: bump compat for "Plots" to "0.29" (#40) (@github-actions[bot]) - Install TagBot as a GitHub Action (#41) (@JuliaTagBot) - CompatHelper: bump compat for "Lazy" to "0.15" (#42) (@github-actions[bot]) - CompatHelper: add new compat entry for "RecipesBase" at version "0.8" (#43) (@github-actions[bot])

- Julia
Published by github-actions[bot] over 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.4.0

v0.4.0 (2020-01-26)

Diff since v0.3.0

Merged pull requests:

- Julia
Published by julia-tagbot[bot] over 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.3.0

v0.3.0 (2020-01-17)

Diff since v0.2.3

- Julia
Published by julia-tagbot[bot] over 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.2.3

v0.2.3 (2020-01-16)

Diff since v0.2.2

- Julia
Published by julia-tagbot[bot] over 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.2.2

v0.2.2 (2020-01-08)

Diff since v0.2.1

Merged pull requests:

- Julia
Published by julia-tagbot[bot] over 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.2.1

v0.2.1 (2019-11-06)

Diff since v0.2.0

Merged pull requests:

- Julia
Published by julia-tagbot[bot] over 6 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.2.0

v0.2.0 (2019-05-30)

Diff since v0.1.2

Closed issues:

  • UKF (#16)
  • Remove StatsPlots dependency (#15)
  • add_noise! assumes additive noise (#13)

Merged pull requests:

- Julia
Published by julia-tagbot[bot] about 7 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.1.2

Improvements to auxiliary particle filter and some new plotting tools

Commits

  • Add some tests (4c39fad)
  • Aux2 (#10) (4eb4b3f)
  • Bump version (cc2595d)
  • Improve smoother (dd98709)
  • Merge branch 'master' of github.com:baggepinnen/LowLevelParticleFilters.jl (ec74b29)
  • Numerical improvement in drawonecategorical (9f8e193)
  • Some helpers (fd6cb32)
  • Some performance improvements (952f20c)
  • add trajectorydensity (d882157)
  • allocation improvements (61b635a)
  • aux a bit better (a762c18)
  • auxiliary particle filter WIP (080ebb3)
  • fix resample bug (a681731)
  • fix typo (1cd84c7)
  • julia 1 compat (f600b8e)
  • plotting and aux works (8dac5e1)
  • plotting tools (fc3deaf)
  • refactoring (1de3c8b)
  • simplify mean (f93dd73)
  • update figs (7133c14)

Merged PRs

  • #6 (29013f8)
  • #8 (9ca9777)
  • #9 (b52eae5)

This changelog was automatically generated, and might contain inaccuracies.

- Julia
Published by julia-tagbot[bot] about 7 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.1.1

Commits

  • Improve docs in readme (4a77088)
  • bump version (48142c4)
  • improve docstrings (63021b3)

This changelog was automatically generated, and might contain inaccuracies.

- Julia
Published by julia-tagbot[bot] about 7 years ago

https://github.com/baggepinnen/lowlevelparticlefilters.jl - v0.1.0

- Julia
Published by julia-tagbot[bot] about 7 years ago