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system-identification

Here are 4 public repositories matching this topic...

compops / pmh-tutorial

Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"

python tutorial monte-carlo matlab particle-filter system-identification stochastic-volatility-models cran-r state-space-model particle-metropolis-hastings

Updated Apr 1, 2019
R

compops / pmh-tutorial-rpkg

R package pmhtutorial available from CRAN.

tutorial monte-carlo particle-filter system-identification stochastic-volatility-models cran-r state-space-model particle-metropolis-hastings

Updated Apr 1, 2019
R

majianthu / timelag

Code for the paper "Identifying time lag in dynamical systems with copula entropy based transfer entropy"

time-series dynamical-systems system-identification transfer-entropy copula-entropy

Updated Oct 2, 2025
R

majianthu / sysid

Code for the paper "System Identification with Copula Entropy"

dynamical-systems differential-equations system-identification rossler-attractor copula-entropy lorenz-system

Updated Nov 16, 2024
R

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