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ckbs-0.20101115.0: A Constrained Kalman-Bucy Smoother
ckbs-0.20101115.0: 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
        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

     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
        Set Up Path for Testing

    Changes and Additions to ckbs
    Alphabetic Listing of Cross Reference Tags
    Keyword Index
    Search This Web Site
    External Internet References