kalman

Kalman and particle filters and smoothers

https://github.com/idontgetoutmuch/Kalman

Latest on Hackage:1.0.0.2

This package is not currently in any snapshots. If you're interested in using it, we recommend adding it to Stackage Nightly. Doing so will make builds more reliable, and allow stackage.org to host generated Haddocks.

MIT licensed by Dominic Steinitz, Jacob West
Maintained by [email protected]

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