Related papers: The SSM Toolbox for Matlab
State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…
Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…
Gaussian-process state-space models (GP-SSMs) provide a flexible nonparametric alternative for modeling time-series dynamics that are nonlinear or difficult to specify parametrically. While the Kalman filter is effective for linear-Gaussian…
State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…
In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measures have been developed and implemented in commercial and…
The Matlab toolbox SciXMiner is designed for the visualization and analysis of time series and features with a special focus to classification problems. It was developed at the Institute of Applied Computer Science of the Karlsruhe…
State-space models (SSMs) have recently emerged as a compelling alternative to Transformers for sequence modeling tasks. This paper presents a theoretical generalization analysis of selective SSMs, the core architectural component behind…
Selective state-space models (SSMs) are an emerging alternative to the Transformer, offering the unique advantage of parallel training and sequential inference. Although these models have shown promising performance on a variety of tasks,…
Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due…
Sequential sampling models (SSMs) are a widely used framework describing decision-making as a stochastic, dynamic process of evidence accumulation. SSMs popularity across cognitive science has driven the development of various software…
State Space Models (SSMs) are powerful tools for modeling sequential data in computer vision and time series analysis domains. However, traditional SSMs are limited by fixed, one-dimensional sequential processing, which restricts their…
Selective State-Space Models (SSMs) such as Mamba have emerged as an alternative architecture to self-attention based transformers in sequence modeling tasks. Recent works have demonstrated the use of transformers in some filtering and…
Deep neural networks based on state space models (SSMs) are attracting significant attention in sequence modeling since their computational cost is much smaller than that of Transformers. While the capabilities of SSMs have been…
Although transformers dominate many code-specific tasks, they have significant limitations. This paper explores State Space Models (SSMs) as a promising alternative for code understanding tasks such as retrieval, classification, and clone…
We present MIMO FOR MATLAB (MFM), a toolbox for MATLAB that aims to simplify the simulation of multiple-input multiple-output (MIMO) communication systems research while facilitating reproducibility, consistency, and community-driven…
This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…
This paper presents an examination of State Space Models (SSM) and Koopman-based deep learning methods for modelling the dynamics of both linear and non-linear stiff strings. Through experiments with datasets generated under different…
We present SSD, Software for Systems with Delays, a de novo MATLAB package for the analysis and model reduction of retarded time delay systems (RTDS). Underneath, our delay system object bridges RTDS representation and Linear Fractional…
nimble is an R package for constructing algorithms and conducting inference on hierarchical models. The nimble package provides a unique combination of flexible model specification and the ability to program model-generic algorithms.…
State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms.…