Parallel extended and sigma-points smoothers in JAX

[AdrienCorenflos]

Hi,

I just wanted to share the arXiv release of our paper on Gaussian based parallel filters and smoothers for non linear state space models. It will appear this year as a conference paper at ICASSP.

The preprint can be found here https://arxiv.org/abs/2102.00514

And the code here https://github.com/EEA-sensors/parallel-non-linear-gaussian-smoothers

This publication follows this code: #5353

Adrien

[LB365]

Thank you Adrien, That's amazing :)

[mattjj]

Wow, awesome! Thanks for sharing this.