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Table of Contents
ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers
ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers
Table of Contents
Your License to use the ckbs Software
The General Student's t Smoother
The General Student's t Smoother
ckbs_t_general Jump Tracking Example and Test
ckbs_t_general Jump Tracking Example and Test
The Nonlinear Constrained Kalman-Bucy Smoother
The Nonlinear Constrained Kalman-Bucy Smoother
ckbs_nonlinear: A Simple Example and Test
ckbs_nonlinear: Example and Test of Tracking a Sine Wave
ckbs_nonlinear: Unconstrained Nonlinear Transition Model Example and Test
ckbs_nonlinear: Unconstrained Nonlinear Transition Model Example and Test
Van der Pol Oscillator Simulation (No Noise)
Van der Pol Oscillator Simulation (No Noise)
Example Use of vanderpol_sim
ckbs_nonlinear: Vanderpol Transition Model Mean Example
ckbs_nonlinear: General Purpose Utilities
ckbs_nonlinear: General Purpose Utilities
ckbs_nonlinear: Example of Box Constraints
ckbs_nonlinear: Example Direct Measurement Model
ckbs_nonlinear: Example of Distance Measurement Model
ckbs_nonlinear: Example of No Constraint
ckbs_nonlinear: Example of Persistence Transition Function
ckbs_nonlinear: Example Position and Velocity Transition Model
ckbs_nonlinear: Example of Nonlinear Constraint
The Nonlinear Constrained Kalman-Bucy Smoother
The Nonlinear Constrained Kalman-Bucy Smoother
ckbs_L1_nonlinear: Robust Nonlinear Transition Model Example and Test
Constrained Affine Kalman Bucy Smoother
Constrained Affine Kalman Bucy Smoother
ckbs_affine Box Constrained Smoothing Spline Example and Test
Singular Affine Kalman Bucy Smoother
Singular Affine Kalman Bucy Smoother
ckbs_affine_singular Singular Smoothing Spline Example and Test
Robust L1 Affine Kalman Bucy Smoother
Robust L1 Affine Kalman Bucy Smoother
ckbs_L1_affine Robust Smoothing Spline Example and Test
ckbs Utility Functions
ckbs Utility Functions
Student's t Sum of Squares Objective
Student's t Sum of Squares Objective
ckbs_t_obj Example and Test
Student's t Gradient
Student's t Gradient
ckbs_t_grad Example and Test
Student's t Hessian
Student's t Hessian
ckbs_t_hess Example and Test
Block Diagonal Algorithm
Block Diagonal Algorithm
ckbs_diag_solve Example and Test
Block Bidiagonal Algorithm
Block Bidiagonal Algorithm
ckbs_bidiag_solve Example and Test
Block Bidiagonal Algorithm
Block Bidiagonal Algorithm
ckbs_bidiag_solve_t Example and Test
Packed Block Bidiagonal Matrix Symmetric Multiply
Packed Block Bidiagonal Matrix Symmetric Multiply
blkbidiag_symm_mul Example and Test
Packed Block Diagonal Matrix Times a Vector or Matrix
Packed Block Diagonal Matrix Times a Vector or Matrix
blkdiag_mul Example and Test
Transpose of Packed Block Diagonal Matrix Times a Vector or Matrix
Transpose of Packed Block Diagonal Matrix Times a Vector or Matrix
blkdiag_mul_t Example and Test
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
blkbidiag_mul_t Example and Test
Packed Lower Block Bidiagonal Matrix Times a Vector
Packed Lower Block Bidiagonal Matrix Times a Vector
blkbidiag_mul Example and Test
Packed Block Tridiagonal Matrix Times a Vector
Packed Block Tridiagonal Matrix Times a Vector
blktridiag_mul Example and Test
Affine Residual Sum of Squares Objective
Affine Residual Sum of Squares Objective
ckbs_sumsq_obj Example and Test
Affine Least Squares with Robust L1 Objective
Affine Least Squares with Robust L1 Objective
ckbs_L2L1_obj Example and Test
Affine Residual Sum of Squares Gradient
Affine Residual Sum of Squares Gradient
ckbs_sumsq_grad Example and Test
Affine Residual Process Sum of Squares Gradient
Affine Residual Process Sum of Squares Gradient
ckbs_process_grad Example and Test
Affine Residual Sum of Squares Hessian
Affine Residual Sum of Squares Hessian
ckbs_sumsq_hes Example and Test
Affine Process Residual Sum of Squares Hessian
Affine Process Residual Sum of Squares Hessian
ckbs_process_hes Example and Test
Symmetric Block Tridiagonal Algorithm
Symmetric Block Tridiagonal Algorithm
ckbs_tridiag_solve Example and Test
Symmetric Block Tridiagonal Algorithm (Backward version)
Symmetric Block Tridiagonal Algorithm (Backward version)
ckbs_tridiag_solve_b Example and Test
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
ckbs_tridiag_solve_pcg Example and Test
Affine Constrained Kalman Bucy Smoother Newton Step
Affine Constrained Kalman Bucy Smoother Newton Step
ckbs_newton_step Example and Test
Affine Robust L1 Kalman Bucy Smoother Newton Step
Affine Robust L1 Kalman Bucy Smoother Newton Step
ckbs_newton_step_L1 Example and Test
Compute Residual in Kuhn-Tucker Conditions
Compute Residual in Kuhn-Tucker Conditions
ckbs_kuhn_tucker Example and Test
Compute Residual in Kuhn-Tucker Conditions for Robust L1
Compute Residual in Kuhn-Tucker Conditions for Robust L1
ckbs_kuhn_tucker_L1 Example and Test
Run All Correctness Tests
Run All Correctness Tests
Set Up Path for Testing
Changes and Additions to ckbs
List of Future Improvements to ckbs
Bibliography
Alphabetic Listing of Cross Reference Tags
Keyword Index
Search This Web Site
External Internet References