Project details for Gibbs RTSS

Logo Gibbs RTSS 1.0

by marc - April 4, 2011, 19:58:43 CET [ BibTeX BibTeX for corresponding Paper Download ]

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This software package provides a Matlab implementation of the Gibbs-filter and Gibbs-RTSS as described in

Marc Peter Deisenroth and Henrik Ohlsson "A General Perspective on Gaussian Filtering and Smoothing: Explaining Current and Deriving New Algorithms" in Proceedings of the 2011 American Control Conference (ACC 2011)

The software package also contains implementations of the following filters/smoothers: - Gibbs-filter/Gibbs-RTSS - EKF/EKS - UKF/URTSS - CKF/CKS

Running demo_nonlinear_model
reproduces the results from the paper for the nonlinear example in the paper (figures and numbers).

The code requires MatlabR2007a or newer.

Changes to previous version:

Initial Announcement on

BibTeX Entry: Download
Corresponding Paper BibTeX Entry: Download
Supported Operating Systems: Platform Independent
Data Formats: Agnostic
Tags: Dynamical Systems, Inference, Filtering, Smoothing
Archive: download here


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