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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