Bayesian Filtering

Bayesian Filtering & Smoothing demos
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Code for Bayesian Filtering & Smoothing

This repo contains some demos which accompany the excellent Bayesian Filtering & Smoothing book by Simo Särkkä.

Along with the original code provided with the book (available on the book’s web page: I have included the Python code.

To view and execute the Jupyter notebooks in the cloud, simply press the launch-Binder button above, wait a few moments for the requirements to be fulfilled and then navigate to the desired demo file.

All the errors in the Python notebooks and scripts are obviously mine.

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