This project forked from davidclark1/fastkf
Kalman filter and EM-based fitting with steady-state optimizations
Kalman smoother and EM algorithm with
For reference, see Ghahramani & Hinton (1996) or Yu, Shenoy & Sahani (2005).
To install, can clone the FastKF repository, cd into the FastKF directory, and run
pip install -e .
Requirements:
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