FilterSmooth: Kalman filter and Rauch-Tung-Striebel smoother

View source: R/FilterSmooth.r

FilterSmoothR Documentation

Kalman filter and Rauch-Tung-Striebel smoother

Description

A function that applies a filter and smoother to estimates

Usage

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


AdrianHordyk/LBSPR documentation built on July 21, 2023, 6:27 p.m.