sarapv Goto Github PK
Name: Sara Pérez Vieites
Type: User
Company: Aalto University
Bio: I'm a postdoctoral researcher at Aalto University, also affiliated with the FCAI.
Location: Espoo, Finland
Blog: https://sarapv.github.io
Name: Sara Pérez Vieites
Type: User
Company: Aalto University
Bio: I'm a postdoctoral researcher at Aalto University, also affiliated with the FCAI.
Location: Espoo, Finland
Blog: https://sarapv.github.io
Implementation of different Lorenz models (Matlab and Python)
Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.
Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implemented to compare performance.
Personal webpage or portfolio.
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