|
Previous | Next | _contents | Headings |
ckbs-0.20101115.0: A Constrained Kalman-Bucy Smoother
The Nonlinear Constrained Kalman-Bucy Smoother
ckbs_nonlinear:
Unconstrained Nonlinear Transition Model Example and Test
Van der Pol Oscillator Simulation (No Noise)
ckbs_nonlinear: General Purpose Utilities
Constrained Affine Kalman Bucy Smoother
ckbs Utility Functions
Packed Block Diagonal Matrix Times a Vector
Transpose of Packed Block Diagonal Matrix Times a Vector
Affine Residual Sum of Squares Objective
Affine Residual Sum of Squares Gradient
Affine Residual Sum of Squares Hessian
Symmetric Block Tridiagonal Algorithm
Affine Constrained Kalman Bucy Smoother Newton Step
Compute Residual in Kuhn-Tucker Conditions
Run All Correctness Tests