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ckbs-0.20100325.0: A Constrained Kalman-Bucy Smoother
ckbs-0.20100325.0: 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