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A
,
the routine computes the block diagonal
of
A^{-1}
.
The work to compute this scales
linearly with the number of time points.
This routine is useful for obtaining
the a posteriori variance estimate from
a kalman smoothing fit.
src
directory and
tridiag_solve_b_ok.m
to example
directory.
This routine is an alternate version to
ckbs_tridiag_solve
currently used
by ckbs.
The new routine is used by the robust smoother, and in some
instances it may be more stable than the standard version.
src
directory and
blktridiag_mul_ok.m
to example
directory.
This utility routine is used by the robust
smoother, and also can be used to quickly
convert a block tridiagonal matrix from compact
to explicit form via multiplication with the identity.
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example
directory to example/nonlinear
directory.
get_started_ok.m
.
nl_measure_ok.m
and nonlinear_ok_sin.m
examples.
example/nonlinear
and move
nonlinear_ok_simple.m
to nonlinear/get_started_ok.m
, and
nonlinear_ok_box.m
to nonlinear/nl_measure_ok.m
.
Improve the get_started_ok.m
and nl_measure_ok.m
,
implementation and documentation.
cd example
octave
vanderpol_ok(true)
You can replace octave
by matlab
.
The argument true
instructs vanderpol_ok
to plot the results.
test
directory to example
test/affine_line_search_ok.m
which demonstrated a bug in ckbs_affine
.
\alpha
which is included in the trace and info return.
ckbs_affine
return value uOut
was a three dimensional array instead of a matrix.
This has been fixed.
nl_measure_ok.m
.
Improve the documentation of the initial state estimate in
g_fun
and
qinv
for ckbs_nonlinear
.
Improve the documentation of the initial state estimate in
g_fun
and
qinv
for ckbs_nonlinear
.
nl_measure_ok.m
and
for nonlinear_ok_sin.m
was changed
to group each component of velocity with the corresponding position
(instead of grouping position with position and velocity with velocity).
This made the variance matrix
Q_k
block diagonal
(simpler).
ckbs_affine
syntax
documentation.
This has been fixed.
ckbs_nonlinear
no longer has a penalty parameter; i.e., it has one less value per row.
all_ok.m
was extended so that if no argument is provided,
only the quick tests are run.
ckbs_affine
.
The affine_ok_box.m
example has been changed to use the new
meaning for the arguments and return values of ckbs_affine
.
The itr_out return value has been removed from the
ckbs_nonlinear
syntax.
It was the same as size(
info, 1)
.
The following examples have been changed to remove the use of itr_out
in the calls to ckbs_nonlinear
:
get_started_ok.m
,
nl_measure_ok.m
,
nonlinear_ok_sin.m
.
The implementation of ckbs_nonlinear
has been changed to use
the new calling sequence to ckbs_affine
(this is implementation
detail and does not affect the user).
There was a syntax error in get_started_ok.m
that
caused a problem in Matlab®, but not in octave.
This has been fixed.
ckbs_nonlinear.m
was removed to avoid this.
example/nonlinear/nl_measure_ok.m
and
example/nonlinear_ok_sin.m
were fixed.
ckbs
instead of ckbs-
yy-
mm-
dd.
This has been fixed.
nl_measure_ok.m
example.
nonlinear_ok_sin.m
was added.
It demonstrates significant improvement by
the inclusion of the constraints.
nl_measure_ok.m
example
was documented.
example/nonlinear_ok_sin.r
and
example/nonlinear/nl_measure_ok.r
were
added to the distribution.
(These are R source code files that are used to make plots from the
corresponding example output files.)
ckbs
has been changed to
ckbs_nonlinear
. This enables the
ckbs
section to refer to the
documentation for the entire system.