Man pages for eddelbuettel/rcppkalman
'RcppArmadillo'-Based Kalman Filtering
| expm | Compute the exponential of a matrix |
| kfPredict | Kalman Filter Prediction step |
| kfUpdate | Kalman Filter measurement update step |
| ltiDisc | Discretize Linear Time-Invariant ODE |
| RcppKalman-package | RcppArmadillo based Kalman filteringKalman Filtering in C++... |
| rtsSmoother | Rauch-Tung-Striebel smoother |
| tfSmoother | Two-filter Smoother |
