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 \newcommand{\R}[1]{{\rm #1}}  \newcommand{\B}[1]{{\bf #1}}
ckbs-0.20101115.0: A Constrained Kalman-Bucy Smoother
One web page per Section   All as one web page
Math in Latex   ckbs.htm _printable.htm
Math in MathML   ckbs.xml _priintable.xml

Purpose
Minimize the Kalman smoother residual sum of squares objective, subject to inequality constraints, for an affine or general nonlinear model.

MathML
This documentation is in XHTML + MathML. If you have trouble viewing it in your browser see Viewing MathML on the web page
     
http://www.seanet.com/~bradbell/packages.htm

System Requirements
This constrained Kalman-Bucy smoother runs under both the Matlab® and Octave While it will work under MS windows, these download instructions are for the Unix operating system.

Download

Release Tarballs
You can download a tarball release of ckbs from the directory
     
http://www.coin-or.org/download/source/CoinBazaar
Theses releases are named
     ckbs-0.
yyyymmdd.r.ext
where yyyy is the year, mm is the month, dd is the day, r is the release number, and ext is tgz or zip.

If ext is tgz the command
     tar -xvzf ckbs-0.
yyyymmdd.r.tgz
will create the ckbs-0.yyyymmdd.r directory.

If ext is zip the command
     unzip ckbs-0.
yyyymmdd.r.zip
will create the ckbs-0.yyyymmdd.r directory.

Using Subversion
If you are going to use subversion to download a version of ckbs, start with the following commands:
     mkdir ckbs
     cd ckbs
     web="https://projects.coin-or.org/svn/CoinBazaar/projects/ckbs"
For each release listed in the download directory you can use subversion to download the release with the commands
     svn checkout $web/releases/0.
yyyymmdd.r
This will create the ckbs/0.yyyymmdd.r directory. You can also download the most recent version of ckbs (called the trunk) using the commands
     svn checkout $web/trunk
This will create the ckbs/trunk directory.

Test Install
Change into the directory ckbs/0.yyyymmdd.r/example or ckbs/trunk/example and use Matlab® or Octave to run the program all_ok.m. It will print the test results for all the components of ckbs. You can run some more tests by changing into the directory ckbs/0.yyyymmdd.r/test or ckbs/trunk/test and running the program all_ok.m which will have a similar output.

Documentation
If you download a release, a copy of the documentation for the release can be found be viewed in your browser by opening the file
     ckbs/0.
yyyymmdd.r/doc/ckbs.xml
If you download the latest version (the trunk), a copy of the documentation for this version can be built by executing the commands
 
	./build_doc.sh
in the ckbs/trunk directory. You can then view the documentation in your browser by opening the file
     ckbs/trunk/doc/ckbs.xml

Contents
_contentsTable of Contents
licenseYour License to use the ckbs Software
ckbs_nonlinearThe Nonlinear Constrained Kalman-Bucy Smoother
ckbs_affineConstrained Affine Kalman Bucy Smoother
utilityckbs Utility Functions
all_ok.mRun All Correctness Tests
whatsnewChanges and Additions to ckbs
_referenceAlphabetic Listing of Cross Reference Tags
_indexKeyword Index
_searchSearch This Web Site
_externalExternal Internet References

Input File: ckbs.omh