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RTSNet_ICASSP22

Link to paper

https://arxiv.org/pdf/2110.04717.pdf

How to run the code

Linear Case

python3 main_linear.py

Non-linear Lorenz Attractor - Discrete-Time Case

python3 main_lor_DT.py 

Non-linear Lorenz Attractor - Decimation Case

python3 main_lor_decimation.py

Under Simulations/Lorenz_Atractor/parameters.py, you could change LA trajectory length through variable T and T_test.

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Extend KalmanNet to smoothing

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