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Variational Kalman Filtering with Hinf-Based Correction v.1.0

RESOURCE

Publicly Accessible Repository
https://github.com/sandialabs/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning
https://doi.org/10.11578/dc.20240315.3

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Abstract

SAND2024-01664O This software demonstrates the usage of the Variational Kalman Filtering with Hinf-Based Correction software, which can be used to calculate the mean and covariance of the estimate of a high-dimensional parameter. The software performs this task faster than the traditional Kalman filtering technique. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.
Developers:
Catanach, Thomas [1][2][3] ;  Das, Niladri [1][2][3]
  1. Sandia National Lab. (SNL-CA), Livermore, CA (United States)
  2. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
  3. Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)
Release Date:
2023-04-05
Project Type:
Open Source, Publicly Available Repository
Software Type:
Scientific
Programming Languages:
Python
Version:
1.0
Licenses:
GNU General Public License v3.0
Sponsoring Org.:
Code ID:
124609
Site Accession Number:
SCR #2900.0
Research Org.:
Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
Country of Origin:
United States
Keywords:
SciDAC

RESOURCE

Publicly Accessible Repository
https://github.com/sandialabs/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning
https://doi.org/10.11578/dc.20240315.3

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Citation Formats

Catanach, Thomas, and Das, Niladri. Variational Kalman Filtering with Hinf-Based Correction v.1.0. Computer Software. https://github.com/sandialabs/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning. USDOE. 05 Apr. 2023. Web. doi:10.11578/dc.20240315.3.
Catanach, Thomas, & Das, Niladri. (2023, April 05). Variational Kalman Filtering with Hinf-Based Correction v.1.0. [Computer software]. https://github.com/sandialabs/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning. https://doi.org/10.11578/dc.20240315.3.
Catanach, Thomas, and Das, Niladri. "Variational Kalman Filtering with Hinf-Based Correction v.1.0." Computer software. April 05, 2023. https://github.com/sandialabs/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning. https://doi.org/10.11578/dc.20240315.3.
@misc{ doecode_124609,
title = {Variational Kalman Filtering with Hinf-Based Correction v.1.0},
author = {Catanach, Thomas and Das, Niladri},
abstractNote = {SAND2024-01664O This software demonstrates the usage of the Variational Kalman Filtering with Hinf-Based Correction software, which can be used to calculate the mean and covariance of the estimate of a high-dimensional parameter. The software performs this task faster than the traditional Kalman filtering technique. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.},
doi = {10.11578/dc.20240315.3},
url = {https://doi.org/10.11578/dc.20240315.3},
howpublished = {[Computer Software] \url{https://doi.org/10.11578/dc.20240315.3}},
year = {2023},
month = {apr}
}