RcppKalman-package: RcppArmadillo based Kalman filteringKalman Filtering in C++...

Description Details Author(s) References

Description

This package provides R with a C++ port of some functions from the EKF/UKF Toolbox for Matlab by Simo Särkkä, Jouni Hartikainen, and Arno Solin.

Details

TBD

Author(s)

The EKF/UKF Toolbox for Matlab was written by Simo Särkkä, Jouni Hartikainen, and Arno Solin. Dirk Eddelbuettel wrote this package, and maintains it.

References

See http://becs.aalto.fi/en/research/bayes/ekfukf/ for the EKF/UKF Toolbox.


eddelbuettel/rcppkalman documentation built on June 19, 2020, 4:28 a.m.