eddelbuettel/rcppkalman: 'RcppArmadillo'-Based Kalman Filtering
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'.
Getting started
Browse package contents
Package details |
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| Author | Dirk Eddelbuettel |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.0.6.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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