RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) <arXiv:1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <arXiv:1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <arXiv:2007.03238>.

Getting started

Package details

AuthorAlex TM Fisch [aut], Daniel Grose [aut, cre], Idris A Eckley [aut, ths], Paul Fearnhead [aut, ths], Lawrence Bardwell [aut, ctb]
MaintainerDaniel Grose <dan.grose@lancaster.ac.uk>
LicenseGPL
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RobKF")

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RobKF documentation built on July 15, 2021, 5:06 p.m.