EKS
#20
by odunbar - opened
No description provided.
EKS appears more robust, and performs better than IEKF, so rather than just having IEKF as the prototypical "kalman" sampler, we add in EKS.
- EKS
- CES-EKS
- IES-EKS
- GBOED-EKS
Note we also ensure that the CES-EKS really uses the PCA dimension reduction strategies.
odunbar changed pull request status to open
odunbar changed pull request status to merged