Sara Pérez Vieites's repositories
Perez-Vieites2018_NestedHybridFilter
Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.
Perez-Vieites2021_NestedGaussianFilter
Code for the nested Gaussian filters (NGFs), in particular, an implementation of an unscented Kalman filter (UKF) combined with a bank of extended Kalman filters (EKFs). Other algorithms are implemented to compare performance.
Lorenz-models
Implementation of different Lorenz models (Matlab and Python)
sarapv.github.io
Personal webpage or portfolio.
Language:HTMLMIT000