state-space distributions and decisions
Project description
uncertainty and confidence, their evolution with time, noise, and observations, risk and the cost of errors
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty, Sam L. Savage
Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods, James V. Candy
Kalman Filtering: Theory and Practice, Mohinder S. Grewal, Angus P. Andrews
ubuntu dependencies
sudo apt-get -qq update -qy
sudo apt-get -qq install -y python3.6 python3-venv python3-pip
clone, virtual environment, install and test
git clone git@gitlab.com:noahhsmith/statespace.git statespace
cd statespace
python3 -m venv venv
. venv/bin/activate
pip install -e .
pytest
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