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updated 6 months ago

Sparse Grid Designs by Matthew Plumlee

This package enables fast prediction with Gaussian process even when the sample size is large. (gaussian process, high dimensional pred..., computer experiment)

corr_exp(phi,X1,X2)

corr_gauss(phi,X1,X2)

corr_matern3(phi,X1,X2)

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updated 2 years ago

Random Field Simulation by Paul Constantine

Generate multivariate conditional random fields given a mesh and covariance information. (gaussian process, conditional random fi..., kriging)

correlation_fun(corr,mesh1,mesh2,spthresh,matvec,x)

randomfield(corr,mesh,varargin)

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updated 3 years ago

Learning the Kalman Filter in Simulink v2.1 by Yi Cao

A Simulink model to learn the Kalman filter for Gassian processes. (filter design, filter analysis, kalman filter)

Learning the Kalman Filter in Simulink Examples

kalmanfilte_r14r

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updated 3 years ago

Learning the Kalman Filter: A Feedback Perspective by Yi Cao

A feedback view of Kalman filter to gain more useful insights. (filter design, filter analysis, kalman filter)

Learning the Kalman Filter: a Feedback Perspective

KFgain

KalmanLTI

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