Kevin P Murphy
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README.md
ssm-book
Executable textbook on state-space models, to accompany the ssm-jax library. The rendered content can be found at https://probml.github.io/ssm-book/root.html. Some of this material is also covered in my book Probabilistic Machine Learning: Advanced Topics
Authors: Kevin Murphy, Scott Linderman, et al. MIT License. 2022
Related books:
- Bayesian filtering and smoothing, Simo Sarkka, 2013. Matlab code, Numpy code, Jax code
- State estimation for robotics, Tim Barfoot, 2017.
- Kalman and Bayesian filters in Python, Roger Labbe, 2015. Python code