robKalman: Robust Kalman Filtering

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

Author
Peter Ruckdeschel, Bernhard Spangl
Date of publication
None
Maintainer
Peter Ruckdeschel <Peter.Ruckdeschel@itwm.fraunhofer.de>
License
LGPL-3
Version
0.3
URLs

View on R-Forge

Man pages

0robKalman-package
robKalman - routines for robust Kalman filtering
ACMfilt
ACM filter - S-Plus type arguments
arGM
GM-estimates for AR parameters
calibrateRLS
Calibration of clipping height b
internalACM
Internal functions of package robKalman for the ACM filter
internalarGM
Internal functions of package robKalman - psi functions
internalKalman
Internal functions of package robKalman for the classical...
internalpsi
Internal functions of package robKalman - psi functions
internalrLS
Internal functions of package robKalman for the rLS filter
recFilter
Several recursive filters: the classical Kalman filter, the...
simulateSScont
Routines for the simulation of AO-contaminated state space...
util
Utility functions of package robKalman

Files in this package

robKalman
robKalman/R
robKalman/R/simulateSScont.R
robKalman/R/mACMfilter.R
robKalman/R/Util.R
robKalman/R/Psi.R
robKalman/R/mACMinternal.R
robKalman/R/classKalman.R
robKalman/R/ACMfilter.R
robKalman/R/calibrateRLS.R
robKalman/R/AllInitialize.R
robKalman/R/rLSfilter.R
robKalman/R/0AllClass.R
robKalman/R/AllGeneric.R
robKalman/R/arGM.R
robKalman/R/AllPlot.R
robKalman/R/recFilterInternal.R
robKalman/R/recFilter.R
robKalman/R/ACMfilt.R
robKalman/R/AllGenerics.R
robKalman/R/arGMinternal.R
robKalman/R/AllShow.R
robKalman/NAMESPACE
robKalman/inst
robKalman/inst/NEWS
robKalman/DESCRIPTION
robKalman/man
robKalman/man/0robKalman-package.Rd
robKalman/man/internalrLS.Rd
robKalman/man/arGM.Rd
robKalman/man/internalACM.Rd
robKalman/man/recFilter.Rd
robKalman/man/simulateSScont.Rd
robKalman/man/ACMfilt.Rd
robKalman/man/internalKalman.Rd
robKalman/man/internalpsi.Rd
robKalman/man/util.Rd
robKalman/man/calibrateRLS.Rd
robKalman/man/internalarGM.Rd
robKalman/demo
robKalman/demo/ACMdemo.R
robKalman/demo/00Index
robKalman/demo/rLSdemo.R