ssm-book

Executable textbook on state-space models, to accompany the dynamax library. The rendered content can be found at https://probml.github.io/ssm-book/root.html.

Authors: Kevin Murphy, Scott Linderman, et al. MIT License. 2022

Related books:

Probabilistic Machine Learning: Advanced Topics. Kevin Murphy, 2023. See chapters 8, 9 and 29. JAX code
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