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ckbs-> license ckbs_t_general ckbs_nonlinear ckbs_L1_nonlinear ckbs_affine ckbs_affine_singular ckbs_L1_affine utility all_ok.m whatsnew wishlist bib

_reference

Headings-> A B C D G K L N P S T U V W

Alphabetic Listing of Cross Reference Tags

A
affine_ok_box.m	ckbs_affine Box Constrained Smoothing Spline Example and Test
affine_singular_ok.m	ckbs_affine_singular Singular Smoothing Spline Example and Test
all_ok.m	Run All Correctness Tests
B
bib	Bibliography
bidiag_solve_ok.m	ckbs_bidiag_solve Example and Test
bidiag_solve_t_ok.m	ckbs_bidiag_solve_t Example and Test
blkbidiag_mul_ok.m	blkbidiag_mul Example and Test
blkbidiag_mul_t_ok.m	blkbidiag_mul_t Example and Test
blkbidiag_symm_mul_ok.m	blkbidiag_symm_mul Example and Test
blkdiag_mul_ok.m	blkdiag_mul Example and Test
blkdiag_mul_t_ok.m	blkdiag_mul_t Example and Test
blktridiag_mul_ok.m	blktridiag_mul Example and Test
box_f.m	ckbs_nonlinear: Example of Box Constraints
C
ckbs	ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers
ckbs_affine	Constrained Affine Kalman Bucy Smoother
ckbs_affine_singular	Singular Affine Kalman Bucy Smoother
ckbs_bidiag_solve	Block Bidiagonal Algorithm
ckbs_bidiag_solve_t	Block Bidiagonal Algorithm
ckbs_blkbidiag_mul	Packed Lower Block Bidiagonal Matrix Times a Vector
ckbs_blkbidiag_mul_t	Packed Lower Block Bidiagonal Matrix Transpose Times a Vector
ckbs_blkbidiag_symm_mul	Packed Block Bidiagonal Matrix Symmetric Multiply
ckbs_blkdiag_mul	Packed Block Diagonal Matrix Times a Vector or Matrix
ckbs_blkdiag_mul_t	Transpose of Packed Block Diagonal Matrix Times a Vector or Matrix
ckbs_blktridiag_mul	Packed Block Tridiagonal Matrix Times a Vector
ckbs_diag_solve	Block Diagonal Algorithm
ckbs_kuhn_tucker	Compute Residual in Kuhn-Tucker Conditions
ckbs_kuhn_tucker_L1	Compute Residual in Kuhn-Tucker Conditions for Robust L1
ckbs_L1_affine	Robust L1 Affine Kalman Bucy Smoother
ckbs_L1_nonlinear	The Nonlinear Constrained Kalman-Bucy Smoother
ckbs_L2L1_obj	Affine Least Squares with Robust L1 Objective
ckbs_newton_step	Affine Constrained Kalman Bucy Smoother Newton Step
ckbs_newton_step_L1	Affine Robust L1 Kalman Bucy Smoother Newton Step
ckbs_nonlinear	The Nonlinear Constrained Kalman-Bucy Smoother
ckbs_process_grad	Affine Residual Process Sum of Squares Gradient
ckbs_process_hes	Affine Process Residual Sum of Squares Hessian
ckbs_sumsq_grad	Affine Residual Sum of Squares Gradient
ckbs_sumsq_hes	Affine Residual Sum of Squares Hessian
ckbs_sumsq_obj	Affine Residual Sum of Squares Objective
ckbs_t_general	The General Student's t Smoother
ckbs_t_grad	Student's t Gradient
ckbs_t_hess	Student's t Hessian
ckbs_t_obj	Student's t Sum of Squares Objective
ckbs_tridiag_solve	Symmetric Block Tridiagonal Algorithm
ckbs_tridiag_solve_b	Symmetric Block Tridiagonal Algorithm (Backward version)
ckbs_tridiag_solve_pcg	Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)
D
diag_solve_ok.m	ckbs_diag_solve Example and Test
direct_h.m	ckbs_nonlinear: Example Direct Measurement Model
distance_h.m	ckbs_nonlinear: Example of Distance Measurement Model
G
get_started_ok.m	ckbs_nonlinear: A Simple Example and Test
K
kuhn_tucker_L1_ok.m	ckbs_kuhn_tucker_L1 Example and Test
kuhn_tucker_ok.m	ckbs_kuhn_tucker Example and Test
L
L1_affine_ok.m	ckbs_L1_affine Robust Smoothing Spline Example and Test
L1_nonlinear_ok.m	ckbs_L1_nonlinear: Robust Nonlinear Transition Model Example and Test
L2L1_obj_ok.m	ckbs_L2L1_obj Example and Test
license	Your License to use the ckbs Software
N
newton_step_L1_ok.m	ckbs_newton_step_L1 Example and Test
newton_step_ok.m	ckbs_newton_step Example and Test
no_f.m	ckbs_nonlinear: Example of No Constraint
nonlinear_utility	ckbs_nonlinear: General Purpose Utilities
P
persist_g.m	ckbs_nonlinear: Example of Persistence Transition Function
pos_vel_g.m	ckbs_nonlinear: Example Position and Velocity Transition Model
process_grad_ok.m	ckbs_process_grad Example and Test
process_hes_ok.m	ckbs_process_hes Example and Test
S
sine_f.m	ckbs_nonlinear: Example of Nonlinear Constraint
sine_wave_ok.m	ckbs_nonlinear: Example and Test of Tracking a Sine Wave
sumsq_grad_ok.m	ckbs_sumsq_grad Example and Test
sumsq_hes_ok.m	ckbs_sumsq_hes Example and Test
sumsq_obj_ok.m	ckbs_sumsq_obj Example and Test
T
t_general_noisy_jump.m	ckbs_t_general Jump Tracking Example and Test
t_general_ok.m	ckbs_t_general Jump Tracking Example and Test
t_grad_ok.m	ckbs_t_grad Example and Test
t_hess_ok.m	ckbs_t_hess Example and Test
t_obj_ok.m	ckbs_t_obj Example and Test
test_path.m	Set Up Path for Testing
tridiag_solve_b_ok.m	ckbs_tridiag_solve_b Example and Test
tridiag_solve_ok.m	ckbs_tridiag_solve Example and Test
tridiag_solve_pcg_ok.m	ckbs_tridiag_solve_pcg Example and Test
U
utility	ckbs Utility Functions
V
vanderpol_g.m	ckbs_nonlinear: Vanderpol Transition Model Mean Example
vanderpol_ok.m	ckbs_nonlinear: Unconstrained Nonlinear Transition Model Example and Test
vanderpol_sim	Van der Pol Oscillator Simulation (No Noise)
vanderpol_sim_ok.m	Example Use of vanderpol_sim
W
whatsnew	Changes and Additions to ckbs
wishlist	List of Future Improvements to ckbs