robKalman: Robust Kalman Filtering

Routines for Robust Kalman Filtering --- the ACM- and rLS-filter

AuthorPeter Ruckdeschel, Bernhard Spangl
Date of publicationNone
MaintainerPeter Ruckdeschel <Peter.Ruckdeschel@itwm.fraunhofer.de>
LicenseLGPL-3
Version0.3
http://robkalman.r-forge.r-project.org/

View on R-Forge

Functions

.ACMcorrstep Man page
ACMfilt Man page
ACMfilter Man page
.ACMinitstep Man page
.ACMpredstep Man page
arGM Man page
.ARmodel Man page
.BB Man page
.BH Man page
calibrateRLS Man page
.cKpredstep Man page
.cKScorrstep Man page
EuclideanNorm Man page
.getcorrCov Man page
.getcorrCovACM Man page
.getKG Man page
.getpredCov Man page
Huberize Man page
internalACM Man page
internalarGM Man page
internalKalman Man page
internalpsi Man page
internalrLS Man page
.invCp Man page
.IWLS Man page
KalmanFilter Man page
limitS Man page
.psi Man page
psiHampel Man page
psiHuber Man page
psiLS Man page
psiTukey Man page
rcvmvnorm Man page
recFilter Man page
recursiveFilter Man page
rLS.AO.Filter Man page
rLScalibrateB Man page
.rLScorrstep Man page
rLSFilter Man page
.rLSinitstep Man page
rLS.IO.Filter Man page
.rLSpredstep Man page
robKalman Man page
robKalman-package Man page
simulateObs Man page
simulateSScont Man page
simulateState Man page
.startval Man page
utilitiesrobKalman Man page
.weights Man page
.Weights Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.