Computation-Aware Kalman Filtering and Smoothing

Code for the experiments in the paper "Computation-Aware Kalman Filtering and Smoothing".

The implementation of the CAKF and CAKS can be found in ComputationAwareKalman.jl.

Citation

If you use this code, please cite our paper

@misc{Pfoertner2024CAKF,
  author = {Pf\"ortner, Marvin and Wenger, Jonathan and Cockayne, Jon and Hennig, Philipp},
  title = {Computation-Aware {K}alman Filtering and Smoothing},
  year = {2024},
  publisher = {arXiv},
  doi = {10.48550/arxiv.2405.08971},
  url = {https://arxiv.org/abs/2405.08971}
}