ssm-book

Executable textbook on state-space models, to accompany the dynamax library. The rendered content can be found at https://probml.github.io/ssm-book/root.html.

Authors: Kevin Murphy, Scott Linderman, et al. MIT License. 2022

Related books:

• Probabilistic Machine Learning: Advanced Topics. Kevin Murphy, 2023. See chapters 8, 9 and 29. JAX code
• Bayesian filtering and smoothing, Simo Sarkka, 2013. Matlab code, Numpy code, Jax code
• State estimation for robotics, Tim Barfoot, 2017.
• Kalman and Bayesian filters in Python, Roger Labbe, 2015. Python code