Linear Operator Construction with the Kalman Filter (LOCK)

• This repository includes linear operator construction with the Kalman filter (LOCK), local LOCK (LLOCK), and spatially uniform LOCK (SLOCK).
• You can get detail about these methods at https://arxiv.org/abs/2001.11256

How to use

• We provide 4 examples in examples directory.
  1. damped oscillation model (LOCK)
     • application of LOCK is conducted by python damped_oscillation_model.py
  2. object moving data (SLOCK)
     • the data is generated by python data_object_moving.py
     • application of SLOCK is conducted by python object_moving.py
  3. local stationary flow data (LLOCK)
     • the data is generated by python data_local_stationary_flow.py
     • application of SLOCK is conducted by python local_stationary_flow.py
  4. global flow data (LLOCK)
     • the data is generated by python data_global_flow.py
     • application of SLOCK is conducted by python global_flow.py
• The synthetic data is also downloaded from this link.

Packages

Our codes use Python 3.7.3 and numpy 1.17.