https://github.com/elcritch/filter_ex

Some filtering algorithms using Nx
https://github.com/elcritch/filter_ex

Last synced: 2 months ago
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Some filtering algorithms using Nx

• Host: GitHub
• URL: https://github.com/elcritch/filter_ex
• Owner: elcritch
• License: mit
• Created: 2024-11-18T22:18:44.000Z (11 months ago)
• Default Branch: main
• Last Pushed: 2024-11-19T18:26:37.000Z (11 months ago)
• Last Synced: 2025-05-07T13:57:04.062Z (5 months ago)
• Language: Elixir
• Size: 71.3 KB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# FilterEx

Some basic filters implemented in Elixir with Nx. Currently only Kalman, Adaptive Kalman, and exponential moving filters are implemented.

The Kalman filter is based on a port of the excellent [filterpy](https://github.com/rlabbe/filterpy) library. It's only a partial port. Furthermore it's really only been tested on 1D, but should in theory work on higher dim Kalman's as well. PR's welcome!

Checkout @rlabbe's excellent book [Kalman and Bayesian Filters in Python](https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python). The derivation of Kalman filters from Gaussians is a handy. 

## Installation

If [available in Hex](https://hex.pm/docs/publish), the package can be installed

by adding `filter_ex` to your list of dependencies in `mix.exs`:

```elixir

def deps do

  [

    {:filter_ex, "~> 0.1.0"}

  ]

end

```

Documentation can be generated with [ExDoc](https://github.com/elixir-lang/ex_doc)

and published on [HexDocs](https://hexdocs.pm). Once published, the docs can

be found at .