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

Package details

AuthorPiotr Or{\l}owski
MaintainerPiotr Or{\l}owski <[email protected]>
LicenseGPL > 2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
piotrek-orlowski/ukfRcpp documentation built on June 21, 2017, 6:24 a.m.