estimator

Version 1.2.0.0 revision 0 uploaded by AdamFoltzer.

Package meta

Synopsis
State-space estimation algorithms such as Kalman Filters
Description

The goal of this library is to simplify implementation and use of state-space estimation algorithms, such as Kalman Filters. The interface for constructing models is isolated as much as possible from the specifics of a given algorithm, so swapping out a Kalman Filter for a Bayesian Particle Filter should involve a minimum of effort.

This implementation is designed to support symbolic types, such as from sbv or ivory. As a result you can generate code in another language, such as C, from a model written using this package; or run static analyses on your model.

Also included is a sophisticated sensor fusion example in Numeric.Estimator.Model.SensorFusion, which may be useful in its own right.

Author
Jamey Sharp
Bug reports
https://github.com/GaloisInc/estimator/issues
Category
Math, Numerical, Statistics
Copyright
2014-2016 Galois, Inc.
Homepage
https://github.com/GaloisInc/estimator
Maintainer
smaccm@galois.com
Package URL
n/a
Stability
n/a

Components