RobKF
Innovative and/or Additive Outlier Robust Kalman Filtering
Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) doi:10.48550/arXiv.1204.3358 and Agamennoni et al. (2018) doi:10.1109%2FICRA.2011.5979605, the innovative outlier robust filter of Ruckdeschel et al. (2014) doi:10.48550/arXiv.1204.3358, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) doi:10.48550/arXiv.2007.03238.
- Version1.0.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release07/15/2021
Documentation
Team
Daniel Grose
Paul Fearnhead
Show author detailsRolesAuthor, Thesis advisorAlex TM Fisch
Show author detailsRolesAuthorIdris A Eckley
Show author detailsRolesAuthor, Thesis advisorLawrence Bardwell
Show author detailsRolesAuthor, Contributor
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- Imports5 packages
- Linking To2 packages