本代码是卡尔曼滤波的pytorch版本，卡尔曼滤波（Kalman filtering）一种利用线性系统状态方程，通过系统输入输出观测数据，对系统状态进行最优估计的算法。

Packet : torch-kalman.zip filelist
torch-kalman-master/
torch-kalman-master/.gitattributes
torch-kalman-master/.gitignore
torch-kalman-master/LICENSE.txt
torch-kalman-master/README.md
torch-kalman-master/README_files/
torch-kalman-master/README_files/README_11_0.png
torch-kalman-master/README_files/README_12_0.png
torch-kalman-master/README_files/README_16_0.png
torch-kalman-master/README_files/README_16_2.png
torch-kalman-master/README_files/README_17_0.png
torch-kalman-master/docs/
torch-kalman-master/docs/Makefile
torch-kalman-master/docs/conf.py
torch-kalman-master/docs/index.rst
torch-kalman-master/docs/make.bat
torch-kalman-master/docs/ref/
torch-kalman-master/docs/ref/modules.rst
torch-kalman-master/docs/ref/torch_kalman.kalman_filter.rst
torch-kalman-master/examples/
torch-kalman-master/examples/air_quality_example.py
torch-kalman-master/setup.py
torch-kalman-master/tests/
torch-kalman-master/tests/__init__.py
torch-kalman-master/tests/test_batchable.py
torch-kalman-master/tests/test_covariance.py
torch-kalman-master/tests/test_data_utils.py
torch-kalman-master/tests/test_design.py
torch-kalman-master/tests/test_kalman_filter.py
torch-kalman-master/tests/test_process.py
torch-kalman-master/tests/test_state_belief.py
torch-kalman-master/tests/test_training.py
torch-kalman-master/tests/utils.py
torch-kalman-master/torch_kalman/
torch-kalman-master/torch_kalman/__init__.py
torch-kalman-master/torch_kalman/covariance.py
torch-kalman-master/torch_kalman/design.py
torch-kalman-master/torch_kalman/internals/
torch-kalman-master/torch_kalman/internals/__init__.py
torch-kalman-master/torch_kalman/internals/batch.py
torch-kalman-master/torch_kalman/internals/exceptions.py
torch-kalman-master/torch_kalman/internals/repr.py
torch-kalman-master/torch_kalman/internals/utils.py
torch-kalman-master/torch_kalman/kalman_filter.py
torch-kalman-master/torch_kalman/process/
torch-kalman-master/torch_kalman/process/__init__.py
torch-kalman-master/torch_kalman/process/base.py
torch-kalman-master/torch_kalman/process/processes/
torch-kalman-master/torch_kalman/process/processes/__init__.py
torch-kalman-master/torch_kalman/process/processes/linear_model.py
torch-kalman-master/torch_kalman/process/processes/local_level.py
torch-kalman-master/torch_kalman/process/processes/local_trend.py
torch-kalman-master/torch_kalman/process/processes/nn.py
torch-kalman-master/torch_kalman/process/processes/season/
torch-kalman-master/torch_kalman/process/processes/season/__init__.py
torch-kalman-master/torch_kalman/process/processes/season/discrete.py
torch-kalman-master/torch_kalman/process/processes/season/fourier.py
torch-kalman-master/torch_kalman/process/utils/
torch-kalman-master/torch_kalman/process/utils/__init__.py
torch-kalman-master/torch_kalman/process/utils/bounded.py
torch-kalman-master/torch_kalman/process/utils/design_matrix/
torch-kalman-master/torch_kalman/process/utils/design_matrix/__init__.py
torch-kalman-master/torch_kalman/process/utils/design_matrix/base.py
torch-kalman-master/torch_kalman/process/utils/design_matrix/design_matrices.py
torch-kalman-master/torch_kalman/process/utils/design_matrix/dynamic_matrix.py
torch-kalman-master/torch_kalman/process/utils/design_matrix/utils.py
torch-kalman-master/torch_kalman/process/utils/fourier.py
torch-kalman-master/torch_kalman/state_belief/
torch-kalman-master/torch_kalman/state_belief/__init__.py
torch-kalman-master/torch_kalman/state_belief/base.py
torch-kalman-master/torch_kalman/state_belief/families/
torch-kalman-master/torch_kalman/state_belief/families/__init__.py
torch-kalman-master/torch_kalman/state_belief/families/censored_gaussian/
torch-kalman-master/torch_kalman/state_belief/families/censored_gaussian/__init__.py
torch-kalman-master/torch_kalman/state_belief/families/censored_gaussian/censored_gaussian.py
torch-kalman-master/torch_kalman/state_belief/families/censored_gaussian/utils.py
torch-kalman-master/torch_kalman/state_belief/families/gaussian.py
torch-kalman-master/torch_kalman/state_belief/over_time.py
torch-kalman-master/torch_kalman/state_belief/utils.py
torch-kalman-master/torch_kalman/utils/
torch-kalman-master/torch_kalman/utils/__init__.py
torch-kalman-master/torch_kalman/utils/data.py
torch-kalman-master/torch_kalman/utils/datetime.py
torch-kalman-master/torch_kalman/utils/features.py
torch-kalman-master/torch_kalman/utils/nn/
torch-kalman-master/torch_kalman/utils/nn/__init__.py
torch-kalman-master/torch_kalman/utils/nn/fourier_season.py
torch-kalman-master/torch_kalman/utils/nn/named_embedding.py
torch-kalman-master/torch_kalman/utils/simulate.py

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