cyx96

chenyuxu.github.io

Personal homepage:

filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

gym

A toolkit for developing and comparing reinforcement learning algorithms.

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.

mbrl-smdp-ode

PyTorch implementation of "Model-based Reinforcement Learning for Semi-Markov Decision Processes with Neural ODEs", NeurIPS 2020

TorchDiffEqPack