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efficient-algebra

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F1uctus / kalman.v

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The Kalman filter formalized in Rocq/MathComp: discrete Riccati theory (monotonicity, convergence, a unique stabilizing DARE solution), with executable OCaml extraction via CoqEAL.

ocaml linear-algebra extraction theorem-proving estimation dare formal-methods numerical-methods formal-verification control-theory kalman-filter mathematical-modeling math-comp typst riccati-equations infotheo linear-estimation rocq-prover coqeal efficient-algebra
  • Updated Jul 17, 2026
  • Rocq Prover

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