Kalman Filter

[Hunter Scratchley]

Hey everyone,

I want to estimate the state of charge of a battery but I don't really understand how tfp really works.  I was hoping someone could help me understand this stuff a bit better.

[Brian Patton 🚀]

TFP doesn't currently house streaming kalman filtering code, but it wouldn't be too hard to write your own, see some pseudo code on

https://towardsdatascience.com/kalman-filter-an-algorithm-for-making-sense-from-the-insights-of-various-sensors-fused-together-ddf67597f35e

If you want to apply a kalman filter over a full timeseries of data, you can use the tfp.sts package or tfp.distributions.LinearGaussianStateSpaceModel.

https://blog.tensorflow.org/2019/03/structural-time-series-modeling-in.html

Brian Patton | Software Engineer | b...@google.com

On Mon, Sep 21, 2020 at 3:17 PM Hunter Scratchley <scratchl...@gmail.com> wrote:

Hey everyone,

I want to estimate the state of charge of a battery but I don't really understand how tfp really works.  I was hoping someone could help me understand this stuff a bit better.

--
You received this message because you are subscribed to the Google Groups "TensorFlow Probability" group.
To unsubscribe from this group and stop receiving emails from it, send an email to tfprobabilit...@tensorflow.org.
To view this discussion on the web visit https://groups.google.com/a/tensorflow.org/d/msgid/tfprobability/fe8e2417-b081-4720-82c3-e4ea32317881n%40tensorflow.org.