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ckbs-0.20100228.0: A Constrained Kalman-Bucy Smoother
ckbs-0.20100228.0: A Constrained Kalman-Bucy Smoother
    Table of Contents
    Your License to use the ckbs Software
     The Nonlinear Constrained Kalman-Bucy Smoother
    The Nonlinear Constrained Kalman-Bucy Smoother
         Simple ckbs_nonlinear Example and Test
        Simple ckbs_nonlinear Example and Test
            Example Constraint Function: nonlinear_ok_simple_f
            Example Transition Function: nonlinear_ok_simple_g
            Example Measurement Function: nonlinear_ok_simple_h

         ckbs_nonlinear Box Constrained Tracking Example and Test
        ckbs_nonlinear Box Constrained Tracking Example and Test
            Example Constraint Function: nonlinear_ok_box_f
            Example Transition Function: nonlinear_ok_box_g
            Example Measurement Function: nonlinear_ok_box_h
            Example no Constraint Function: nonlinear_ok_box_nof

         ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
        ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
            Example Constraint Function: nonlinear_ok_sin_f

     Constrained Affine Kalman Bucy Smoother
    Constrained Affine Kalman Bucy Smoother
        ckbs_affine Box Constrained Smoothing Spline Example and Test

     ckbs Utility Functions
    ckbs Utility Functions
         Packed Block Diagonal Matrix Times a Vector
        Packed Block Diagonal Matrix Times a Vector
            blkdiag_mul Example and Test

         Transpose of Packed Block Diagonal Matrix Times a Vector
        Transpose of Packed Block Diagonal Matrix Times a Vector
            blkdiag_mul_t Example and Test

         Affine Residual Sum of Squares Objective
        Affine Residual Sum of Squares Objective
            ckbs_sumsq_obj Example and Test

         Affine Residual Sum of Squares Gradient
        Affine Residual Sum of Squares Gradient
            ckbs_sumsq_grad Example and Test

         Affine Residual Sum of Squares Hessian
        Affine Residual Sum of Squares Hessian
            ckbs_sumsq_hes Example and Test

         Symmetric Block Tridiagonal Algorithm
        Symmetric Block Tridiagonal Algorithm
            ckbs_tridiag_solve Example and Test

         Affine Constrained Kalman Bucy Smoother Newton Step
        Affine Constrained Kalman Bucy Smoother Newton Step
            ckbs_newton_step Example and Test

         Compute Residual in Kuhn-Tucker Conditions
        Compute Residual in Kuhn-Tucker Conditions
            ckbs_kuhn_tucker Example and Test

     Run All Correctness Tests
    Run All Correctness Tests
        Ensure Path is Set for Testing

    Changes and Additions to ckbs
    Alphabetic Listing of Cross Reference Tags
    Keyword Index
    Search This Web Site
    External Internet References