v3.1.0

LowLevelParticleFilters v3.1.0

Diff since v3.0.1

Closed issues:

• Ensemble Kalman filters? (#87)

Merged pull requests:

• add more docs on discretization (#85) (@baggepinnen)
• add beetle example (#86) (@baggepinnen)
• typo (#90) (@Balinus)

v3.0.1

LowLevelParticleFilters v3.0.1

Diff since v3.0.0

v3.0.0

LowLevelParticleFilters v3.0.0

Diff since v2.1.0

Breaking changes

This package now follows the SciML interface of including a parameter p in most function signature. p always comes right before the time argument t, for example:

dynamics(x,u,t)   # old signature
dynamics(x,u,p,t) # new signature

forward_trajectory now returns a solution structure

Other changes includes

• Time varying matrices and matrices as functions of (x,u,p,t) for KalmanFilter and friends.
• An UKF for DAE systems.
• Much improved docs and new examples

Closed issues:

• v3.0 (#78)

Merged pull requests:

• Performance improvements for DAE filtering (#81) (@baggepinnen)
• add parameters like SciML interface (#82) (@baggepinnen)
• add parameter estimation examples (#84) (@baggepinnen)

v2.1.0

LowLevelParticleFilters v2.1.0

Diff since v2.0.1

Merged pull requests:

• WIP UKF for DAE (#79) (@baggepinnen)
• run less CI (#80) (@baggepinnen)

v2.0.1

LowLevelParticleFilters v2.0.1

Diff since v2.0.0

v2.0.0

LowLevelParticleFilters v2.0.0

Diff since v1.0.5

New features:

• Extended Kalman filter
• Improved documentation

Breaking changes:

• correct! and update! returns both log likelihood and prediction error
• Some measurement and dynamics functions have changed signatures, e.g., measurement_equation!(f::Filter, u, y, t) f7f6d78

Closed issues:

• notation + documentation (#76)

Merged pull requests:

• add EKF and docs (#77) (@baggepinnen)

v1.0.5

LowLevelParticleFilters v1.0.5

Diff since v1.0.4

Merged pull requests:

• CompatHelper: bump compat for "Distributions" to "0.25" (#75) (@github-actions[bot])

v1.0.4

LowLevelParticleFilters v1.0.4

Diff since v1.0.3

Merged pull requests:

• CompatHelper: bump compat for "LoopVectorization" to "0.12" (#74) (@github-actions[bot])

v1.0.3

LowLevelParticleFilters v1.0.3

Diff since v1.0.2

Merged pull requests:

• MassInstallAction: Install the TagBot workflow on this repository (#70) (@baggepinnen)
• CompatHelper: bump compat for "LoopVectorization" to "0.10" (#71) (@github-actions[bot])
• CompatHelper: bump compat for "LoopVectorization" to "0.11" (#72) (@github-actions[bot])

v1.0.2

LowLevelParticleFilters v1.0.2

Diff since v1.0.1