extended kalman filtering - Githubissues

probml / pyprobml

Python code for "Probabilistic Machine learning" book by Kevin Murphy

MIT License

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extended kalman filtering #468

Closed murphyk closed 3 years ago

murphyk commented 3 years ago

reimplement the robot localization example from https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/11-Extended-Kalman-Filters.ipynb by replacing the manual gradient/ jacobians with JAX code.
implement the (E)KF algorithm in JAX and compare your method with this python code: https://filterpy.readthedocs.io/en/latest/kalman/ExtendedKalmanFilter.html
also compare you method with this JAX code: https://github.com/EEA-sensors/parallel-non-linear-gaussian-smoothers

murphyk commented 3 years ago

moved to hermes