FilterSmooth: Kalman filter and Rauch-Tung-Striebel smoother

Description Usage Arguments Value

View source: R/FilterSmooth.r

Description

A function that applies a filter and smoother to estimates

Usage

1
FilterSmooth(RawEsts, R = 1, Q = 0.1, Int = 100)

Arguments

RawEsts

a vector of estimated values

R

variance of sampling noise

Q

variance of random walk increments

Int

covariance of initial uncertainty

Value

a vector of smoothed values


LBSPR documentation built on Oct. 6, 2021, 5:16 p.m.