piotrek-orlowski/ukfRcpp: R and C++ Unscented Kalman Filter
Quick and dirty implementation of the Unscented Kalman Filter with Additive Noise for State Estimation, see algorithm in pp. 108-109 of 'Sigma- Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models', R. van der Merwe, PhD Thesis, U of Stellenbosch
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Piotr Or{\l}owski |
| Maintainer | Piotr Or{\l}owski <piotrek.orlowski@gmail.com> |
| License | GPL > 2.0 |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
