kalman: Kalman and particle filters and smoothers

[ library, math, mit ] [ Propose Tags ]

Linear, extended and unscented Kalman filters are provided, along with their corresponding smoothers. Furthermore, a particle filter and smoother is provided.


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Versions 1.0.0.0, 1.0.0.1, 1.0.0.2
Dependencies base (>=4.7 && <5), hmatrix, random-fu, random-fu-multivariate, vector [details]
License MIT
Copyright Dominic Steinitz, Jacob West
Author Dominic Steinitz, Jacob West
Maintainer dominic@steinitz.org
Category Math
Home page https://github.com/idontgetoutmuch/Kalman
Source repo head: git clone https://github.com/idontgetoutmuch/Kalman
Uploaded by DominicSteinitz at Wed Dec 14 09:53:08 UTC 2016
Distributions NixOS:1.0.0.2
Downloads 586 total (45 in the last 30 days)
Rating 1.75 (votes: 1) [estimated by rule of succession]
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Status Docs uploaded by user
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Readme for kalman-1.0.0.2

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Kalman filters and smoothers in Haskell

The haddock contains links to references on the theory of Kalman and particle filtering and also contains a worked example of how to use the library.