Version 1.2.0 of the dysii Dynamic Systems Library is now available. The new release adds the Auxiliary Particle Filter, a generalised framework for particle filter resampling strategies, and makes a number of optimisations and bug fixes.
Specific changes include:
- Added auxiliary particle filter.
- Added generalised resampling strategy framework.
- Fixed diagonal covariance detection for optimised Gaussian density calculations.
- Fixed several serialization bugs.
- Fixed Wiener process variance bug.
See the updated documentation and VERSION.txt file in the new distribution for more information.