├── LICENSE ├── README.md ├── data ├── datasets │ ├── colorado.mat │ └── trackme.txt └── gaussian_time_kernel_approximations │ ├── ssDim=1_for_scale=1_std=1.mat │ ├── ssDim=2_for_scale=1_std=1.mat │ ├── ssDim=3_for_scale=1_std=1.mat │ ├── ssDim=4_for_scale=1_std=1.mat │ ├── ssDim=5_for_scale=1_std=1.mat │ ├── ssDim=6_for_scale=1_std=1.mat │ └── trackme.txt ├── functions ├── createDiscreteTimeSys.m ├── generateSyntheticData.m ├── gpkfEstimation.m ├── gpkfPrediction.m ├── kalmanEst.m ├── kernelFunction.m ├── kernelSampled.m ├── kernelSpaceTimeSampled.m ├── loadColoradoData.m ├── loadDataSet.m ├── nonparametricEstimation.m ├── nonparametricPrediction.m ├── npEst.m ├── npPred.m └── trackme.txt ├── loadParameters.m ├── main.m ├── papers ├── 2016_Carron_ML-meets-KF_CDC.pdf ├── 2017_Todescato_Efficient-Space-Time-GP-Regression-via-KF_ArXiv.pdf └── trackme.txt └── plotResults.m /LICENSE: -------------------------------------------------------------------------------- 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