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awesome-invariant-and-equivariant-filter-and-observer

Paper list for invariant and equivariant filter and observer. Work-in-progress.

cc_nested_sampling

Combined-chain nested sampling

differentiable-particle-filters

Source code and data for the paper "Differentiable Particle Filters: End-to-End Learning with Algorithmic Priors"

ekf-slam-on-manifold

EKF-SLAM using Lie Group

ekfmonoslam

SLAM using a monocular camera, optionally an IMU, and GPS

hello-world

my first github program!

ignav

integrated navigation for ins and gnss

kalibr_allan

IMU Allan standard deviation charts for use with Kalibr and inertial kalman filters.

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

kalman_lie

Kalman Filter for Pose estimation using Lie Algebra

limo

Lidar-Monocular Visual Odometry

lips

LiDAR-Inertial 3D Plane Simulator

lyren1900.github.io

some useful optimization and filtering approaches that we frequently use in our projects, of course, i may copy some formulas and ideas from others.

manifold_cdkf

Central difference kalman filter which can work with states on a manifold

manifoldnmf

convex (Euclidean) and manifold convex tools for performing non-negative matrix factorization

matrix-lie-group-and-its-application

Matrix Lie group on 2D and 3D, and its application

matrix-lie-group-and-its-applications

It gives the common used Matrix Lie Group implementations.

mbml

jupyter notebooks and datasets for course 42186 Model-based machine learning (DTU, Spring 2018)

msckf_vio

Robust Stereo Visual Inertial Odometry for Fast Autonomous Flight

ocekf-slam

Observability-Constrained (OC)-EKF for 2D SLAM

optimaltransport.github.io

Web site of the Computational Optimal Transport book

pfnet

Particle Filter Network (PF-net)

probabilistic-programming-and-bayesian-methods-for-hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

pytorch

Tensors and Dynamic neural networks in Python with strong GPU acceleration

rovio

slambook

smc-ns

Unbiased and Consistent Nested Sampling via Sequential Monte Carlo

sptam

S-PTAM: Stereo Parallel Tracking and Mapping

ukfmanifold

UKF over generalized manifold in Matlab