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