Comments (2)
Hello and thank you :)
Unfortunately, we do not yet have any ensemble Kalman filters :(
- https://github.com/Alexander-Barth/DataAssim.jl
- https://clima.github.io/EnsembleKalmanProcesses.jl/dev/
- https://github.com/mleprovost/EnKF.jl
are three packages that include this functionality, where at least the first two appear to be actively maintained. Maybe these offer what you need?
from lowlevelparticlefilters.jl.
DataAssim.jl is indeed well maintained and seems "complete" 😄
Thanks!
from lowlevelparticlefilters.jl.
Related Issues (20)
- Typo in DAEUnscentedKalmanFilter docstring
- LowLevelParticleFilters won't compile on Julia 1.8/macOS HOT 4
- Passing dynamics noise density makes stochastic dynamics less expressive HOT 3
- Incremental precomiplation fatally broken HOT 1
- More flexible noise in UKF
- Next major version
- Compatibility to ModelingToolkit.jl? HOT 4
- Observed variables HOT 2
- Installing this package is downgrading many other packages
- Improve documentation HOT 4
- Particle filter with second order Markov model HOT 3
- loglik bug for ParticleFilter with resampling
- Does `correct!()` support `missing` samples as explained in docs? HOT 4
- Struct of Arrays and BLAS2->3 optimization HOT 1
- Dependency Deprecated - Yeppp HOT 9
- TagBot trigger issue HOT 32
- notation + documentation HOT 2
- v3.0
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from lowlevelparticlefilters.jl.