https://github.com/schmidtjonathan/rrkf_experiments

https://github.com/schmidtjonathan/rrkf_experiments

Last synced: 3 months ago
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• Host: GitHub
• URL: https://github.com/schmidtjonathan/rrkf_experiments
• Owner: schmidtjonathan
• Created: 2023-06-13T09:54:26.000Z (about 3 years ago)
• Default Branch: main
• Last Pushed: 2023-10-19T16:41:19.000Z (over 2 years ago)
• Last Synced: 2025-02-12T15:54:43.282Z (over 1 year ago)
• Language: Julia
• Size: 1.46 MB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# Rank-Reduced Kalman filtering (RRKF) experiments

Code accompanying the pre-print *"The Rank-Reduced Kalman Filter: Approximate

Dynamical-Low-Rank Filtering In High Dimensions"* ([arXiv](http://arxiv.org/abs/2306.07774)).



![Figure1](./experiments/Figure1/out/fig1.png)



## Source code

Please find the source code used by the experiments [here](https://github.com/schmidtjonathan/RRKF.jl) (https://github.com/schmidtjonathan/RRKF.jl).