Documentation, including a gallery of scripts demonstrating the use of linear dynamical systems for linear regression, kinematics inference, and neural latents inference appears here.
Follow the links for:
- derivation of the Kalman filter algorithm,
- derivation of the Extended Kalman Filter algorithm,
- derivation of the Kalman filter matrices used for tracking,
- a report of results on learning parameters in a kinematics linear dynamical system model.
and there is more to come ...