[SciPy-User] Bayesian Data Assimilation in Python

[Fraser, Andrew McLeod]

Lou,

My book "Hidden Markov Models and Dynamical Systems" published by SIAM is about data assimilation in the simplest contexts.  The approach is Bayesian and all of the examples are in python.  (Now that numpy and scipy exist, I plan to update/improve the code to use them.)

Andrew M. Fraser
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