A Constrained Kalman-Bucy Smoother


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A Constrained Kalman-Bucy Smoother
MathML
This documentation is in XHTML + MathML. If you have trouble viewing it in your browser see Viewing MathML on the web page

http://www.seanet.com/~bradbell/home.htm

System Requirements
This constrained Kalman-Bucy smoother runs under both the Matlab® and Octave

Download Instructions
Download the file ckbs.zip If you are using unix, or cygwin under Windows, use the command




     unzip ckbs.zip

This will create the ckbs-yy-mm-dd directory where yy is the year, mm is the month, and dd is the day corresponding to this version of ckbs. Otherwise (if you are using Windows) use WinZip or some other program to decompress the archive and to create the ckbs-yy-mm-dd directory.

Test Install
Using Matlab® or Octave, run the program



     ckbs-

yy-mm-dd

/test/all_ok.m

It will print the test results for all the components of ckbs.

Documentation
A copy of the documentation for your version of ckbs can be viewed by loading



     ckbs-

yy-mm-dd

/doc/ckbs.xml

into your browser.

Contents

_contents	Table of Contents
license	Your License to use the ckbs Software
ckbs_nonlinear	The Nonlinear Constrained Kalman-Bucy Smoother
ckbs_affine	Constrained Affine Kalman Bucy Smoother
utility	ckbs Utility Functions
all_ok.m	Run All Correctness Tests
whatsnew	Changes and Additions to ckbs
_reference	Alphabetic Listing of Cross Reference Tags
_index	Keyword Index
_search	Search Constrained Kalman Bucy Smoother
_external	External Internet References

Input File: ckbs.omh