Parallel state estimation for systems with integrated measurements

This repository contains the code for the paper "Parallel state estimation for system with integrated measurements". The code leverages JAX and implements the parallel state estimation algorithm for a system with integrated measurements.

This code is written by Fatemeh Yaghoobi and Simo Särkkä. ArXiv link: https://arxiv.org/abs/2410.00627

Installation

1. Create a virtual environment and clone this repository
2. Install JAX (preferably with GPU support) following https://github.com/google/jax#installation

Examples

Examples (reproducing the experiments from our paper) can be found in the tests folder.