https://github.com/probml/ssm-book

Interactive textbook on state-space models
https://github.com/probml/ssm-book

Last synced: 11 months ago
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Interactive textbook on state-space models

• Host: GitHub
• URL: https://github.com/probml/ssm-book
• Owner: probml
• License: mit
• Created: 2022-04-11T23:27:09.000Z (about 4 years ago)
• Default Branch: main
• Last Pushed: 2024-01-24T14:56:29.000Z (over 2 years ago)
• Last Synced: 2025-04-07T11:03:56.158Z (about 1 year ago)
• Language: Jupyter Notebook
• Size: 4.35 MB
• Stars: 187
• Watchers: 15
• Forks: 15
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# ssm-book

Executable textbook on state-space models, to accompany the [dynamax](https://github.com/probml/dynamax) library.

The rendered content can be found at [https://probml.github.io/ssm-book/root.html](https://probml.github.io/ssm-book/root.html).

Authors: Kevin Murphy, Scott Linderman, et al. MIT License. 2022

Related books:

- [Probabilistic Machine Learning: Advanced Topics](https://probml.github.io/pml-book/book2.html). Kevin Murphy, 2023. See chapters 8, 9 and 29.

[JAX code](https://probml.github.io/dynamax/)

- [Bayesian filtering and smoothing](https://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111.pdf), Simo Sarkka, 2013. [Matlab code](https://www.cambridge.org/us/academic/subjects/statistics-probability/applied-probability-and-stochastic-networks/bayesian-filtering-and-smoothing?format=HB), [Numpy code](https://github.com/EEA-sensors/Bayesian-Filtering-and-Smoothing/tree/main/python), [Jax code](https://github.com/petergchang/sarkka-jax)

- [State estimation for robotics](http://asrl.utias.utoronto.ca/~tdb/bib/barfoot_ser17.pdf), Tim Barfoot, 2017.

- [Kalman and Bayesian filters in Python](https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python), Roger Labbe, 2015. [Python code](https://github.com/rlabbe/filterpy)