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Introduce Kalman-Filter into uncertainty #130

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BjoernLudwigPTB opened this issue May 25, 2020 · 1 comment
Open

Introduce Kalman-Filter into uncertainty #130

BjoernLudwigPTB opened this issue May 25, 2020 · 1 comment
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We have a paper about uncertainty propagation in the Kalman-Filter and the implementation and should introduce the underlying algorithms into PyDynamic's uncertainty package.
@BjoernLudwigPTB BjoernLudwigPTB self-assigned this May 25, 2020
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That's the paper by the way: https://arxiv.org/abs/1605.01235.

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