dellaert
commented
2 years ago Hey, here is code for Kalman smoothers:
- https://gtbook.github.io/gtsam-examples/KalmanSmootherExample.html
- https://gtbook.github.io/gtsam-examples/KalmanSmootherExample2.html
And here is a cool pic from the second one:
The GTSAM library is a C++ library with Python wrappers for performing MAP estimaiton and (marginal) posterior inference in Gaussian graphical models. If the model is linear, the inference is exact; if it is nonlinear, it is approximate. The methods generalizes Kalman smoothing to arbitrary graphs.
The goal of this exercise is to reproduce the results of JSL kalman smoother and Kalman sampler using GTSAM applied to some toy problem.