An 'RcppArmadillo'-based port of the Kalman filtering code in the 'EKF/UKF Toolbox for Matlab' by Simo Särkkä, Jouni Hartikainen, and Arno Solin is provided. . Note that this package is at this point still incomplete, but contains two demo functions replicating demos in 'EKF/UKF'.
|Maintainer||Dirk Eddelbuettel <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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