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awesome-rl

Reinforcement learning resources curated

cantera

Chemical kinetics, thermodynamics, and transport tool suite

cem

Parallelized Cross Entropy Method

controlledsmc

MATLAB code implementing controlled sequential Monte Carlo methods

correlated

Code for the correlated pseudomarginal

dcem

The Differentiable Cross-Entropy Method

easykf

C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)

ffmpeg

filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

matlode

A MATLAB ODE Solver and Sensitivity Analysis Toolbox

mpc-and-mhe-implementation-in-matlab-using-casadi

This is a workshop on implementing model predictive control (MPC) and moving horizon estimation (MHE) on Matlab. The implementation is based on the Casadi Package which is used for numerical optimization. A non-holonomic mobile robot is used as a system for the implementation. The workshop video recording can be found here https://www.youtube.com/playlist?list=PLK8squHT_Uzej3UCUHjtOtm5X7pMFSgAL ... Casadi can be downloaded here https://web.casadi.org/

ode-test-problems

A MATLAB suite of initial value problems

paradiag

ParaDiag includes diagonalization-based Parallel-in-Time (PinT) algorithms, which can handle both both dissipative and hyperbolic equations.

pararealml

A machine learning boosted parallel-in-time differential equation solver framework.

particles

Sequential Monte Carlo in python

pcode

py-smc2

Automatically exported from code.google.com/p/py-smc2

spice

Stochastic Parameter Inference with the Cross-Entropy Method

switchtimeopt.jl

SwitchTimeOpt.jl - Switching Time Optimization in Julia

time-parallel-odes

Time parallel integration of ODEs

ukf

Unscented Kalman Filter library for state and parameter estimation

ukfm

Unscented Kalman Filtering on (Parallelizable) Manifolds (UKF-M)

unbiased_pimh

Contains code to reproduce figures in 'Unbiased Smoothing using Particle Independent Metropolis-Hastings'

unbiased_smc

Simple code to run unbiased SMC