This software package provides a Matlab implementation of the GP-ADF and the GP-RTSS as described in
Marc Peter Deisenroth, Ryan Turner, Marco F. Huber, Uwe D. Hanebeck, Carl Edward Rasmussen: "Robust Filtering and Smoothing with Gaussian Processes" in IEEE Transactions on Automatic Control (2012)
The software package also contains implementations of the following filters/smoothers: - GP-ADF/GP-RTSS - Gibbs-filter/Gibbs-RTSS [Deisenroth and Ohlsson, ACC 2011] - EKF/EKS - UKF/URTSS - CKF/CKS
We provide a demo script: demo_gprtss.m
The code requires MatlabR2007a or newer.
- Changes to previous version:
Initial Announcement on mloss.org.
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