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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