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) <arXiv:1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <arXiv:1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <arXiv:2007.03238>.
Version: |
1.0.2 |
Imports: |
Rcpp (≥ 1.0.2), Rdpack, ggplot2, reshape2, Matrix |
LinkingTo: |
Rcpp, RcppEigen |
Published: |
2021-07-15 |
Author: |
Alex TM Fisch [aut],
Daniel Grose [aut, cre],
Idris A Eckley [aut, ths],
Paul Fearnhead [aut, ths],
Lawrence Bardwell [aut, ctb] |
Maintainer: |
Daniel Grose <dan.grose at lancaster.ac.uk> |
License: |
GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: |
yes |
Materials: |
README |
In views: |
TimeSeries |
CRAN checks: |
RobKF results |
Documentation:
Downloads:
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