Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing (2nd ed.) by Simo Särkkä and Lennart Svensson (2023). In addition to Simo Särkkä and Lennart Svensson, Adrien Corenflos has written some of the codes.
The codes are all not finished, but they are coming here piece by piece.
Open in colab