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TuringLang / SSMProblems.jl

Common abstractions for state-space models
http://turinglang.org/SSMProblems.jl/
MIT License
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Add an example for Kalman filter on linear SSM problem #25

Closed yebai closed 10 months ago

yebai commented 10 months ago

We should consider adding a Kalman filter example to the doc, e.g. using https://github.com/mschauer/Kalman.jl

yebai commented 10 months ago

Closed by https://github.com/TuringLang/SSMProblems.jl/pull/26