References

Unscented kalman Filter / Particle Filter - https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/

Particle Filter - http://www.taumuon.co.uk/2017/02/particle-filter-in-f.html (github: https://github.com/taumuon/Particle-Filter-FSharp/blob/master/ParticleFilterFSharp/ParticleFilterFSharp/ParticleFilter.fs#L63)

adaptive kalman - filter based on algorithm from https://arxiv.org/ftp/arxiv/papers/1702/1702.00884.pdf

Gaussian Process - http://www.tmpl.fi/gp/ (github:https://github.com/to-mi/gp-demo-js) and various Python-based blogs;

Unscented Kalman Filter - https://github.com/prozoroff/UKFSharp

Particle Filter - https://github.com/prozoroff/PFSharp

Wrapper for KalmanFilter from https://github.com/dajuric/accord-net-extensions Wrapper for KalmanFilter from http://accord-framework.net/