Resources
- The Unscented Kalman Filter - Wan & Van Der Merwe - PDF
- Unscented Kalman Filter Tutorial - Terejanu - PDF
- FilterPy - Function | Notebook
- State Estimation and Localization for Self-Driving Cars - Coursera Video | Course
- MiniDemo - Code
- Extended and Unscented GPs - Steinburg & Bonilla (2017) - PDF
- Unscented Gaussian Process Latent Variable Model: Learning from Uncertain Inputs w. Intractable Kernels - R.M.A. de Souza et. al. (2019) - PDF
- GP-UKF: Unscented Kalman Filters with Gaussian Process Predictionand Observation Models - Ko et. al. (2017) - PDF
- Variational Inference for Latent Variables and UncertainInputs in Gaussian Processes - Damianou et. al. (2016) - PDF
- SSMToyBox
- Bayesian Quadrature
- Oxford
- EmuKit
- GPyTorch