Sequential Monte Carlo modeling for linear Gaussian systems
Project description
# smc_kalman
Sequential Monte Carlo modeling for linear Gaussian systems
## Installation
Clone this repo to any convenient location on your local drive
From within your Python development environment (base environment or a virtual environment), run pip install -e LOCAL_PATH_TO_REPO
pip will install the smc_kalman package in your Python development environment (along with all dependencies)
You can then import the modules like any other Python package (e.g., import smc_kalman)
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