v3.7.1

LowLevelParticleFilters v3.7.1

Diff since v3.7.0

Merged pull requests:

• make alpha configurable at each time step (#144) (@baggepinnen)
• JET optimize EKF and switch t from Ref{Int} to Int (#145) (@baggepinnen)
• add tests for differentiability (#146) (@baggepinnen)

v3.7.0

LowLevelParticleFilters v3.7.0

Diff since v3.6.5

• The internals of Kalman filters (all flavors) have been redesigned in order to allow completely allocation free operation when all arrays are static. The performance-tips section of the docs indicate how to set up a filter to achieve this.
• Kalman filters are tested for absence of potential dynamic dispatch using JET.jl. This should hopefully make then suitable for compilation using juliac, and possibly also StaticCompiler.jl
• If you run into method or type errors due to the change of internals, please open an issue.

Merged pull requests:

• add in-place support for dynamics functions in UKF (#139) (@baggepinnen)
• add JET analysis (#141) (@baggepinnen)
• make sure plots are rendered as PNG (#142) (@baggepinnen)
• JET optimize SqKalman (#143) (@baggepinnen)

v3.6.5

LowLevelParticleFilters v3.6.5

Diff since v3.6.4

Merged pull requests:

• test UKF with non-array u (#138) (@baggepinnen)
• CompatHelper: bump compat for SimpleNonlinearSolve to 2, (keep existing compat) (#140) (@github-actions[bot])

Closed issues:

• Does correct!() support missing samples as explained in docs? (#136)

v3.6.4

LowLevelParticleFilters v3.6.4

Diff since v3.6.3

Merged pull requests:

• activate CI cache (#132) (@baggepinnen)
• improve PF loglik estimate (#135) (@baggepinnen)

Closed issues:

• Particle filter with second order Markov model (#133)
• loglik bug for ParticleFilter with resampling (#134)

v3.6.3

LowLevelParticleFilters v3.6.3

Diff since v3.6.2

Merged pull requests:

• Fix indexing error in particle resampling (#131) (@danscr)

Closed issues:

• Improve documentation (#130)

v3.6.2

LowLevelParticleFilters v3.6.2

Diff since v3.6.1

Merged pull requests:

• bump versions (#129) (@baggepinnen)

Closed issues:

• Observed variables (#127)
• Installing this package is downgrading many other packages (#128)

v3.6.1

LowLevelParticleFilters v3.6.1

Diff since v3.6.0

Merged pull requests:

• CompatHelper: bump compat for NonlinearSolve to 2, (keep existing compat) (#120) (@github-actions[bot])

Closed issues:

• Compatibility to ModelingToolkit.jl? (#122)

v3.6.0

LowLevelParticleFilters v3.6.0

Diff since v3.5.0

Merged pull requests:

• states -> state / state variables (#116) (@baggepinnen)
• CompatHelper: bump compat for SciMLBase to 2, (keep existing compat) (#118) (@github-actions[bot])
• add square root kalman filter (#119) (@baggepinnen)

v3.5.0

LowLevelParticleFilters v3.5.0

Diff since v3.4.1

Merged pull requests:

• add RTS smoother for UKF (#114) (@baggepinnen)

v3.4.1

LowLevelParticleFilters v3.4.1

Diff since v3.4.0

Merged pull requests:

• CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#112) (@github-actions[bot])
• convert to SVector before calling sigmapoints (#113) (@baggepinnen)