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Keyword Index
A
affine
constrained
smoother
Constrained Affine Kalman Bucy Smoother
example
and
test
ckbs_affine Box Constrained Smoothing Spline Example and Test
all
_
ok
Run All Correctness Tests
B
Bucy
constrained
smoother
The Nonlinear Constrained Kalman-Bucy Smoother
blkdiag
_
mul
Packed Block Diagonal Matrix Times a Vector
example
and
test
blkdiag_mul Example and Test
blkdiag
_
mul
_
t
Transpose of Packed Block Diagonal Matrix Times a Vector
example
and
test
blkdiag_mul_t Example and Test
block
diagonal
multiply
Transpose of Packed Block Diagonal Matrix Times a Vector
diagonal
multiply
Packed Block Diagonal Matrix Times a Vector
box
constraint
example
ckbs_nonlinear Box Constrained Tracking Example and Test
C
ckbs
example
and
test
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
example
and
test
ckbs_nonlinear Box Constrained Tracking Example and Test
example
and
test
Simple ckbs_nonlinear Example and Test
ckbs
_
affine
Constrained Affine Kalman Bucy Smoother
example
and
test
ckbs_affine Box Constrained Smoothing Spline Example and Test
ckbs
_
blkdiag
_
mul
Packed Block Diagonal Matrix Times a Vector
example
and
test
blkdiag_mul Example and Test
ckbs
_
blkdiag
_
mul
_
t
Transpose of Packed Block Diagonal Matrix Times a Vector
example
and
test
blkdiag_mul_t Example and Test
ckbs
_
kuhn
_
tucker
Compute Residual in Kuhn-Tucker Conditions
example
and
test
ckbs_kuhn_tucker Example and Test
ckbs
_
newton
_
step
Affine Constrained Kalman Bucy Smoother Newton Step
example
and
test
ckbs_newton_step Example and Test
ckbs
_
nonlinear
The Nonlinear Constrained Kalman-Bucy Smoother
ckbs
_
sumsq
_
grad
Affine Residual Sum of Squares Gradient
example
and
test
ckbs_sumsq_grad Example and Test
ckbs
_
sumsq
_
hes
Affine Residual Sum of Squares Hessian
example
and
test
ckbs_sumsq_hes Example and Test
ckbs
_
sumsq
_
obj
Affine Residual Sum of Squares Objective
example
and
test
ckbs_sumsq_obj Example and Test
ckbs
_
tridiag
_
solve
Symmetric Block Tridiagonal Algorithm
example
and
test
ckbs_tridiag_solve Example and Test
constrained
affine
smoother
Constrained Affine Kalman Bucy Smoother
Kalman
-
Bucy
Smoother
The Nonlinear Constrained Kalman-Bucy Smoother
correct
test
all
Run All Correctness Tests
D
diagonal
block
multiply
Transpose of Packed Block Diagonal Matrix Times a Vector
block
multiply
Packed Block Diagonal Matrix Times a Vector
E
example
affine
ckbs_affine Box Constrained Smoothing Spline Example and Test
blkdiag
_
mul
blkdiag_mul Example and Test
blkdiag
_
mul
_
t
blkdiag_mul_t Example and Test
ckbs
_
nonlinear
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
ckbs
_
nonlinear
ckbs_nonlinear Box Constrained Tracking Example and Test
ckbs
_
nonlinear
Simple ckbs_nonlinear Example and Test
kuhn
_
tucker
ckbs_kuhn_tucker Example and Test
newton
_
step
ckbs_newton_step Example and Test
smoother
spline
ckbs_affine Box Constrained Smoothing Spline Example and Test
sumsq
_
grad
ckbs_sumsq_grad Example and Test
sumsq
_
hes
ckbs_sumsq_hes Example and Test
sumsq
_
obj
ckbs_sumsq_obj Example and Test
tracking
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
tracking
ckbs_nonlinear Box Constrained Tracking Example and Test
tridiag
_
solve
ckbs_tridiag_solve Example and Test
G
gradient
of
objective
Affine Residual Sum of Squares Gradient
H
Hessian
of
objective
Affine Residual Sum of Squares Hessian
K
Kalman
constrained
smoother
The Nonlinear Constrained Kalman-Bucy Smoother
Kuhn
-
Tucker
residual
Compute Residual in Kuhn-Tucker Conditions
kuhn
_
tucker
Compute Residual in Kuhn-Tucker Conditions
example
and
test
ckbs_kuhn_tucker Example and Test
M
multiply
block
diagonal
Transpose of Packed Block Diagonal Matrix Times a Vector
block
diagonal
Packed Block Diagonal Matrix Times a Vector
N
newton
_
step
Affine Constrained Kalman Bucy Smoother Newton Step
example
and
test
ckbs_newton_step Example and Test
O
objective
gradient
Affine Residual Sum of Squares Gradient
Hessian
Affine Residual Sum of Squares Hessian
residual
sum
of
squares
Affine Residual Sum of Squares Objective
P
path
for
testing
Ensure Path is Set for Testing
R
residual
gradient
Affine Residual Sum of Squares Gradient
Hessian
Affine Residual Sum of Squares Hessian
Kuhn
-
Tucker
Compute Residual in Kuhn-Tucker Conditions
sum
of
squares
objective
Affine Residual Sum of Squares Objective
S
sine
constraint
example
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
smoother
affine
constrained
Constrained Affine Kalman Bucy Smoother
constrained
Kalman
-
Bucy
The Nonlinear Constrained Kalman-Bucy Smoother
smoothing
spline
example
and
test
ckbs_affine Box Constrained Smoothing Spline Example and Test
solve
block
tridiagonal
Symmetric Block Tridiagonal Algorithm
step
Newton
Affine Constrained Kalman Bucy Smoother Newton Step
sum
of
squares
gradient
Affine Residual Sum of Squares Gradient
Hessian
Affine Residual Sum of Squares Hessian
residual
objective
Affine Residual Sum of Squares Objective
sumsq
_
grad
Affine Residual Sum of Squares Gradient
example
and
test
ckbs_sumsq_grad Example and Test
sumsq
_
hes
Affine Residual Sum of Squares Hessian
example
and
test
ckbs_sumsq_hes Example and Test
sumsq
_
obj
Affine Residual Sum of Squares Objective
example
and
test
ckbs_sumsq_obj Example and Test
T
Tucker
Kuhn
residual
Compute Residual in Kuhn-Tucker Conditions
test
affine
ckbs_affine Box Constrained Smoothing Spline Example and Test
blkdiag
_
mul
blkdiag_mul Example and Test
blkdiag
_
mul
_
t
%
blkdiag_mul_t Example and Test
ckbs
_
nonlinear
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
ckbs
_
nonlinear
ckbs_nonlinear Box Constrained Tracking Example and Test
ckbs
_
nonlinear
Simple ckbs_nonlinear Example and Test
kuhn
_
tucker
ckbs_kuhn_tucker Example and Test
newton
_
step
ckbs_newton_step Example and Test
path
Ensure Path is Set for Testing
run
all
Run All Correctness Tests
smoothing
spline
ckbs_affine Box Constrained Smoothing Spline Example and Test
sumsq
_
grad
ckbs_sumsq_grad Example and Test
sumsq
_
hes
ckbs_sumsq_hes Example and Test
sumsq
_
obj
ckbs_sumsq_obj Example and Test
tracking
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
tracking
ckbs_nonlinear Box Constrained Tracking Example and Test
tridiag
_
solve
ckbs_tridiag_solve Example and Test
test
_
path
Ensure Path is Set for Testing
tracking
example
and
test
ckbs_nonlinear Sine Wave Constrained Tracking Example and Test
example
and
test
ckbs_nonlinear Box Constrained Tracking Example and Test
tridiag
_
solve
Symmetric Block Tridiagonal Algorithm
example
and
test
ckbs_tridiag_solve Example and Test
tridiagonal
block
solve
Symmetric Block Tridiagonal Algorithm