state-space distributions and decisions
Project description
uncertainty and confidence, distributions, their evolution with time, noise, and observations, tracking and detection, decisions, risk and the cost of errors, monte carlo simulation, sample-and-propagate, model-based systems
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
automated build-test-deploy to pypi is mostly a placeholder, ubuntu clone-install-develop of the repo is assumed for now.
sudo apt-get -qq update -qy
sudo apt-get -qq install -y python3.6 python3-venv python3-pip
git clone git@gitlab.com:noahhsmith/statespace.git statespace
cd statespace
python3 -m venv venv
. venv/bin/activate
python3 setup.py develop
pytest
python3 statespace --demo
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