├── .gitignore ├── CITATION.cff ├── LICENSE ├── README.md ├── environment.yml ├── jsl ├── __init__.py ├── demos │ ├── __init__.py │ ├── bootstrap_filter.py │ ├── bootstrap_filter_maneuver.py │ ├── eekf_logistic_regression.py │ ├── ekf_continuous.py │ ├── ekf_mlp.py │ ├── ekf_mlp_anim.ipynb │ ├── ekf_mlp_anim.py │ ├── ekf_vs_eks_spiral.py │ ├── ekf_vs_ukf_spiral.py │ ├── fixed_lag_smoother.ipynb │ ├── hmm_casino.py │ ├── hmm_casino_em_train.py │ ├── hmm_casino_numpy.py │ ├── hmm_casino_sgd_train │ ├── hmm_casino_sgd_train.py │ ├── hmm_lillypad.py │ ├── kalman_sampling_demo.ipynb │ ├── kf_continuous_circle.py │ ├── kf_parallel.py │ ├── kf_spiral.py │ ├── kf_tracking.py │ ├── lds_sampling_demo.py │ ├── linreg_kf.py │ ├── logreg_biclusters.py │ ├── old-init.py │ ├── pendulum_1d.py │ ├── plot_utils.py │ ├── rbpf_maneuver.py │ ├── sis_vs_smc.py │ ├── superimport_test.py │ └── ukf_mlp.py ├── hmm │ ├── __init__.py │ ├── hmm_casino_test.py │ ├── hmm_lib.py │ ├── hmm_lib_test.py │ ├── hmm_logspace_lib.py │ ├── hmm_logspace_lib_test.py │ ├── hmm_numpy_lib.py │ ├── hmm_utils.py │ ├── old │ │ ├── hmm_discrete_em_lib.py │ │ ├── hmm_discrete_lib.py │ │ ├── hmm_discrete_lib_test.py │ │ ├── hmm_discrete_likelihood_test.py │ │ └── hmm_sgd_lib.py │ └── sparse_lib.py ├── lds │ ├── __init__.py │ ├── cont_kalman_filter.py │ ├── kalman_filter.py │ ├── kalman_filter_test.py │ ├── kalman_filter_with_unknown_noise.py │ ├── kalman_sampler.py │ └── mixture_kalman_filter.py ├── nlds │ ├── __init__.py │ ├── base.py │ ├── bootstrap_filter.py │ ├── continuous_extended_kalman_filter.py │ ├── diagonal_extended_kalman_filter.py │ ├── extended_kalman_filter.py │ ├── extended_kalman_smoother.py │ ├── sequential_monte_carlo.py │ └── unscented_kalman_filter.py └── setup.py └── setup.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/probml/JSL/HEAD/.gitignore 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