Parameter estimation of a linear system

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  • dynamax

    State Space Models library in JAX

    • If you can write your system in discrete time (e.g. by using forward Euler) you could use pretty straightforwardly a library like https://github.com/probml/dynamax to estimate your unknown parameters given some measured data.

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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