CRAN/E | RobKF

RobKF

Innovative and/or Additive Outlier Robust Kalman Filtering

Installation

About

Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) and Agamennoni et al. (2018) doi:10.1109/ICRA.2011.5979605, the innovative outlier robust filter of Ruckdeschel et al. (2014) , as well as the innovative and additive outlier robust filter of Fisch et al. (2020) .

Key Metrics

Version 1.0.2
Published 2021-07-15 1068 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks RobKF results

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Maintainer

Maintainer

Daniel Grose

Authors

Alex TM Fisch

aut

Daniel Grose

aut / cre

Idris A Eckley

aut / ths

Paul Fearnhead

aut / ths

Lawrence Bardwell

aut / ctb

Material

README
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RobKF archive

Imports

Rcpp ≥ 1.0.2
Rdpack
ggplot2
reshape2
Matrix

LinkingTo

Rcpp
RcppEigen