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its a pity there are no good software packages for particle filters
by brcmthrowaway 2y ago
its a pity there are no good software packages for particle filters
- esafak 2y agoI haven't used them yet but I know of pyro, pfjax, and pymc: https://pyro.ai/examples/smcfilter.html https://pyro.ai/examples/smcfilter.html https://pfjax.readthedocs.io/ https://pfjax.readthedocs.io/ https://www.pymc.io/projects/examples/en/latest/samplers/SMC2_gaussians.html https://www.pymc.io/projects/examples/en/latest/samplers/SMC...
- jvanderbot 2y agoThe problem with this idea is that deriving all the propagation and measurement functions and associated jacobians is 99% of the problem. Once that's done you can implement literally any filter from them using Wikipedia.
- brcmthrowaway 2y agoParticle filters dont need jacobians?