Skip to content

schmidtjonathan/RRKF.jl

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

7 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Rank-Reduced Kalman filtering (RRKF)

Code accompanying the pre-print "The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions" (arXiv).

Figure1

Paper experiments

Please find the code for the experiments in the paper here (https://github.com/schmidtjonathan/RRKF_experiments).

About

The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages