Kalman and particle filters and smoothers https://github.com/idontgetoutmuch/Kalman
|Latest on Hackage:||126.96.36.199|
This package is not currently in any snapshots. If you're interested in using it, we recommend adding it to Stackage Nightly. Doing so will make builds more reliable, and allow stackage.org to host generated Haddocks.
Kalman filters and smoothers in Haskell
The haddock contains links to references on the theory of Kalman and particle filtering and also contains a worked example of how to use the library.