Changeset 730


Ignore:
Timestamp:
Feb 4, 2013 2:09:22 PM (7 years ago)
Author:
aleksand
Message:

[html/ckbs] message

Location:
html/ckbs
Files:
102 added
2 deleted
260 edited

Legend:

Unmodified
Added
Removed
  • html/ckbs/__contents_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/__contents_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/__external_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/__external_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/__index_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/__index_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/__reference_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/__reference_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/__search_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/__search_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_affine_ok_box.m_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
  • html/ckbs/_affine_ok_box.m_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
  • html/ckbs/_all_ok.m_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/_all_ok.m_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_bib_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/_bib_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_blkdiag_mul_ok.m_htm.js

    r505 r730  
    1414var list_down3 = [
    1515'license.htm',
     16'ckbs_t_general.htm',
    1617'ckbs_nonlinear.htm',
    1718'ckbs_l1_nonlinear.htm',
    1819'ckbs_affine.htm',
     20'ckbs_affine_singular.htm',
    1921'ckbs_l1_affine.htm',
    2022'utility.htm',
     
    2527];
    2628var list_down2 = [
     29'ckbs_t_obj.htm',
     30'ckbs_t_grad.htm',
     31'ckbs_t_hess.htm',
     32'ckbs_diag_solve.htm',
     33'ckbs_bidiag_solve.htm',
     34'ckbs_bidiag_solve_t.htm',
     35'ckbs_blkbidiag_symm_mul.htm',
    2736'ckbs_blkdiag_mul.htm',
    2837'ckbs_blkdiag_mul_t.htm',
     38'ckbs_blkbidiag_mul_t.htm',
     39'ckbs_blkbidiag_mul.htm',
    2940'ckbs_blktridiag_mul.htm',
    3041'ckbs_sumsq_obj.htm',
     
    3647'ckbs_tridiag_solve.htm',
    3748'ckbs_tridiag_solve_b.htm',
     49'ckbs_tridiag_solve_pcg.htm',
    3850'ckbs_newton_step.htm',
    3951'ckbs_newton_step_l1.htm',
  • html/ckbs/_blkdiag_mul_ok.m_xml.js

    r505 r730  
    1414var list_down3 = [
    1515'license.xml',
     16'ckbs_t_general.xml',
    1617'ckbs_nonlinear.xml',
    1718'ckbs_l1_nonlinear.xml',
    1819'ckbs_affine.xml',
     20'ckbs_affine_singular.xml',
    1921'ckbs_l1_affine.xml',
    2022'utility.xml',
     
    2527];
    2628var list_down2 = [
     29'ckbs_t_obj.xml',
     30'ckbs_t_grad.xml',
     31'ckbs_t_hess.xml',
     32'ckbs_diag_solve.xml',
     33'ckbs_bidiag_solve.xml',
     34'ckbs_bidiag_solve_t.xml',
     35'ckbs_blkbidiag_symm_mul.xml',
    2736'ckbs_blkdiag_mul.xml',
    2837'ckbs_blkdiag_mul_t.xml',
     38'ckbs_blkbidiag_mul_t.xml',
     39'ckbs_blkbidiag_mul.xml',
    2940'ckbs_blktridiag_mul.xml',
    3041'ckbs_sumsq_obj.xml',
     
    3647'ckbs_tridiag_solve.xml',
    3748'ckbs_tridiag_solve_b.xml',
     49'ckbs_tridiag_solve_pcg.xml',
    3850'ckbs_newton_step.xml',
    3951'ckbs_newton_step_l1.xml',
  • html/ckbs/_blkdiag_mul_t_ok.m_htm.js

    r505 r730  
    1414var list_down3 = [
    1515'license.htm',
     16'ckbs_t_general.htm',
    1617'ckbs_nonlinear.htm',
    1718'ckbs_l1_nonlinear.htm',
    1819'ckbs_affine.htm',
     20'ckbs_affine_singular.htm',
    1921'ckbs_l1_affine.htm',
    2022'utility.htm',
     
    2527];
    2628var list_down2 = [
     29'ckbs_t_obj.htm',
     30'ckbs_t_grad.htm',
     31'ckbs_t_hess.htm',
     32'ckbs_diag_solve.htm',
     33'ckbs_bidiag_solve.htm',
     34'ckbs_bidiag_solve_t.htm',
     35'ckbs_blkbidiag_symm_mul.htm',
    2736'ckbs_blkdiag_mul.htm',
    2837'ckbs_blkdiag_mul_t.htm',
     38'ckbs_blkbidiag_mul_t.htm',
     39'ckbs_blkbidiag_mul.htm',
    2940'ckbs_blktridiag_mul.htm',
    3041'ckbs_sumsq_obj.htm',
     
    3647'ckbs_tridiag_solve.htm',
    3748'ckbs_tridiag_solve_b.htm',
     49'ckbs_tridiag_solve_pcg.htm',
    3850'ckbs_newton_step.htm',
    3951'ckbs_newton_step_l1.htm',
  • html/ckbs/_blkdiag_mul_t_ok.m_xml.js

    r505 r730  
    1414var list_down3 = [
    1515'license.xml',
     16'ckbs_t_general.xml',
    1617'ckbs_nonlinear.xml',
    1718'ckbs_l1_nonlinear.xml',
    1819'ckbs_affine.xml',
     20'ckbs_affine_singular.xml',
    1921'ckbs_l1_affine.xml',
    2022'utility.xml',
     
    2527];
    2628var list_down2 = [
     29'ckbs_t_obj.xml',
     30'ckbs_t_grad.xml',
     31'ckbs_t_hess.xml',
     32'ckbs_diag_solve.xml',
     33'ckbs_bidiag_solve.xml',
     34'ckbs_bidiag_solve_t.xml',
     35'ckbs_blkbidiag_symm_mul.xml',
    2736'ckbs_blkdiag_mul.xml',
    2837'ckbs_blkdiag_mul_t.xml',
     38'ckbs_blkbidiag_mul_t.xml',
     39'ckbs_blkbidiag_mul.xml',
    2940'ckbs_blktridiag_mul.xml',
    3041'ckbs_sumsq_obj.xml',
     
    3647'ckbs_tridiag_solve.xml',
    3748'ckbs_tridiag_solve_b.xml',
     49'ckbs_tridiag_solve_pcg.xml',
    3850'ckbs_newton_step.xml',
    3951'ckbs_newton_step_l1.xml',
  • html/ckbs/_blktridiag_mul_ok.m_htm.js

    r505 r730  
    1414var list_down3 = [
    1515'license.htm',
     16'ckbs_t_general.htm',
    1617'ckbs_nonlinear.htm',
    1718'ckbs_l1_nonlinear.htm',
    1819'ckbs_affine.htm',
     20'ckbs_affine_singular.htm',
    1921'ckbs_l1_affine.htm',
    2022'utility.htm',
     
    2527];
    2628var list_down2 = [
     29'ckbs_t_obj.htm',
     30'ckbs_t_grad.htm',
     31'ckbs_t_hess.htm',
     32'ckbs_diag_solve.htm',
     33'ckbs_bidiag_solve.htm',
     34'ckbs_bidiag_solve_t.htm',
     35'ckbs_blkbidiag_symm_mul.htm',
    2736'ckbs_blkdiag_mul.htm',
    2837'ckbs_blkdiag_mul_t.htm',
     38'ckbs_blkbidiag_mul_t.htm',
     39'ckbs_blkbidiag_mul.htm',
    2940'ckbs_blktridiag_mul.htm',
    3041'ckbs_sumsq_obj.htm',
     
    3647'ckbs_tridiag_solve.htm',
    3748'ckbs_tridiag_solve_b.htm',
     49'ckbs_tridiag_solve_pcg.htm',
    3850'ckbs_newton_step.htm',
    3951'ckbs_newton_step_l1.htm',
  • html/ckbs/_blktridiag_mul_ok.m_xml.js

    r505 r730  
    1414var list_down3 = [
    1515'license.xml',
     16'ckbs_t_general.xml',
    1617'ckbs_nonlinear.xml',
    1718'ckbs_l1_nonlinear.xml',
    1819'ckbs_affine.xml',
     20'ckbs_affine_singular.xml',
    1921'ckbs_l1_affine.xml',
    2022'utility.xml',
     
    2527];
    2628var list_down2 = [
     29'ckbs_t_obj.xml',
     30'ckbs_t_grad.xml',
     31'ckbs_t_hess.xml',
     32'ckbs_diag_solve.xml',
     33'ckbs_bidiag_solve.xml',
     34'ckbs_bidiag_solve_t.xml',
     35'ckbs_blkbidiag_symm_mul.xml',
    2736'ckbs_blkdiag_mul.xml',
    2837'ckbs_blkdiag_mul_t.xml',
     38'ckbs_blkbidiag_mul_t.xml',
     39'ckbs_blkbidiag_mul.xml',
    2940'ckbs_blktridiag_mul.xml',
    3041'ckbs_sumsq_obj.xml',
     
    3647'ckbs_tridiag_solve.xml',
    3748'ckbs_tridiag_solve_b.xml',
     49'ckbs_tridiag_solve_pcg.xml',
    3850'ckbs_newton_step.xml',
    3951'ckbs_newton_step_l1.xml',
  • html/ckbs/_box_f.m_htm.js

    r505 r730  
    1414var list_down3 = [
    1515'license.htm',
     16'ckbs_t_general.htm',
    1617'ckbs_nonlinear.htm',
    1718'ckbs_l1_nonlinear.htm',
    1819'ckbs_affine.htm',
     20'ckbs_affine_singular.htm',
    1921'ckbs_l1_affine.htm',
    2022'utility.htm',
  • html/ckbs/_box_f.m_xml.js

    r505 r730  
    1414var list_down3 = [
    1515'license.xml',
     16'ckbs_t_general.xml',
    1617'ckbs_nonlinear.xml',
    1718'ckbs_l1_nonlinear.xml',
    1819'ckbs_affine.xml',
     20'ckbs_affine_singular.xml',
    1921'ckbs_l1_affine.xml',
    2022'utility.xml',
  • html/ckbs/_ckbs_affine_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/_ckbs_affine_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_ckbs_blkdiag_mul_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.htm',
     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_blkdiag_mul_t_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.htm',
     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_blkdiag_mul_t_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_blkdiag_mul_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_blktridiag_mul_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
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     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_blktridiag_mul_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_htm.js

    r514 r730  
    1111var list_down0 = [
    1212'license.htm',
     13'ckbs_t_general.htm',
    1314'ckbs_nonlinear.htm',
    1415'ckbs_l1_nonlinear.htm',
    1516'ckbs_affine.htm',
     17'ckbs_affine_singular.htm',
    1618'ckbs_l1_affine.htm',
    1719'utility.htm',
     
    2527'ckbs.htm#Purpose.Affine Constrained Smoother',
    2628'ckbs.htm#Purpose.Nonlinear Constrained Smoother',
    27 'ckbs.htm#Purpose.Affine Robust Smoother',
    28 'ckbs.htm#Purpose.Nonlinear Robust Smoother',
     29'ckbs.htm#Purpose.Affine L1 Robust Smoother',
     30'ckbs.htm#Purpose.Nonlinear L1 Robust Smoother',
     31'ckbs.htm#Purpose.General Student\'s T smoother',
    2932'ckbs.htm#MathML',
    3033'ckbs.htm#System Requirements',
  • html/ckbs/_ckbs_kuhn_tucker_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
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    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
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     30'ckbs_t_hess.htm',
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     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_kuhn_tucker_l1_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
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     28'ckbs_t_obj.htm',
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     30'ckbs_t_hess.htm',
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     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_kuhn_tucker_l1_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_kuhn_tucker_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
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     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_l1_affine_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/_ckbs_l1_affine_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_ckbs_l1_nonlinear_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/_ckbs_l1_nonlinear_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_ckbs_l2l1_obj_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.htm',
     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_l2l1_obj_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
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     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_newton_step_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.htm',
     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_newton_step_l1_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.htm',
     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_newton_step_l1_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_newton_step_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_nonlinear_htm.js

    r505 r730  
    1212var list_down1 = [
    1313'license.htm',
     14'ckbs_t_general.htm',
    1415'ckbs_nonlinear.htm',
    1516'ckbs_l1_nonlinear.htm',
    1617'ckbs_affine.htm',
     18'ckbs_affine_singular.htm',
    1719'ckbs_l1_affine.htm',
    1820'utility.htm',
  • html/ckbs/_ckbs_nonlinear_xml.js

    r505 r730  
    1212var list_down1 = [
    1313'license.xml',
     14'ckbs_t_general.xml',
    1415'ckbs_nonlinear.xml',
    1516'ckbs_l1_nonlinear.xml',
    1617'ckbs_affine.xml',
     18'ckbs_affine_singular.xml',
    1719'ckbs_l1_affine.xml',
    1820'utility.xml',
  • html/ckbs/_ckbs_process_grad_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.htm',
     29'ckbs_t_grad.htm',
     30'ckbs_t_hess.htm',
     31'ckbs_diag_solve.htm',
     32'ckbs_bidiag_solve.htm',
     33'ckbs_bidiag_solve_t.htm',
     34'ckbs_blkbidiag_symm_mul.htm',
    2635'ckbs_blkdiag_mul.htm',
    2736'ckbs_blkdiag_mul_t.htm',
     37'ckbs_blkbidiag_mul_t.htm',
     38'ckbs_blkbidiag_mul.htm',
    2839'ckbs_blktridiag_mul.htm',
    2940'ckbs_sumsq_obj.htm',
     
    3546'ckbs_tridiag_solve.htm',
    3647'ckbs_tridiag_solve_b.htm',
     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
    3850'ckbs_newton_step_l1.htm',
  • html/ckbs/_ckbs_process_grad_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
     
    2426];
    2527var list_down1 = [
     28'ckbs_t_obj.xml',
     29'ckbs_t_grad.xml',
     30'ckbs_t_hess.xml',
     31'ckbs_diag_solve.xml',
     32'ckbs_bidiag_solve.xml',
     33'ckbs_bidiag_solve_t.xml',
     34'ckbs_blkbidiag_symm_mul.xml',
    2635'ckbs_blkdiag_mul.xml',
    2736'ckbs_blkdiag_mul_t.xml',
     37'ckbs_blkbidiag_mul_t.xml',
     38'ckbs_blkbidiag_mul.xml',
    2839'ckbs_blktridiag_mul.xml',
    2940'ckbs_sumsq_obj.xml',
     
    3546'ckbs_tridiag_solve.xml',
    3647'ckbs_tridiag_solve_b.xml',
     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_process_hes_htm.js

    r505 r730  
    1313var list_down2 = [
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  • html/ckbs/_ckbs_process_hes_xml.js

    r505 r730  
    1313var list_down2 = [
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  • html/ckbs/_ckbs_sumsq_grad_htm.js

    r505 r730  
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  • html/ckbs/_ckbs_sumsq_grad_xml.js

    r505 r730  
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     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
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  • html/ckbs/_ckbs_sumsq_hes_htm.js

    r505 r730  
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     48'ckbs_tridiag_solve_pcg.htm',
    3749'ckbs_newton_step.htm',
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  • html/ckbs/_ckbs_sumsq_hes_xml.js

    r505 r730  
    1313var list_down2 = [
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     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
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  • html/ckbs/_ckbs_sumsq_obj_htm.js

    r505 r730  
    1313var list_down2 = [
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    3749'ckbs_newton_step.htm',
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  • html/ckbs/_ckbs_sumsq_obj_xml.js

    r505 r730  
    1313var list_down2 = [
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    3546'ckbs_tridiag_solve.xml',
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     48'ckbs_tridiag_solve_pcg.xml',
    3749'ckbs_newton_step.xml',
    3850'ckbs_newton_step_l1.xml',
  • html/ckbs/_ckbs_tridiag_solve_b_htm.js

    r505 r730  
    1313var list_down2 = [
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  • html/ckbs/_ckbs_tridiag_solve_b_xml.js

    r505 r730  
    1313var list_down2 = [
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    3749'ckbs_newton_step.xml',
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  • html/ckbs/_ckbs_tridiag_solve_htm.js

    r505 r730  
    1313var list_down2 = [
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    3749'ckbs_newton_step.htm',
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  • html/ckbs/_ckbs_tridiag_solve_xml.js

    r505 r730  
    1313var list_down2 = [
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  • html/ckbs/_ckbs_xml.js

    r514 r730  
    1111var list_down0 = [
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    2527'ckbs.xml#Purpose.Affine Constrained Smoother',
    2628'ckbs.xml#Purpose.Nonlinear Constrained Smoother',
    27 'ckbs.xml#Purpose.Affine Robust Smoother',
    28 'ckbs.xml#Purpose.Nonlinear Robust Smoother',
     29'ckbs.xml#Purpose.Affine L1 Robust Smoother',
     30'ckbs.xml#Purpose.Nonlinear L1 Robust Smoother',
     31'ckbs.xml#Purpose.General Student\'s T smoother',
    2932'ckbs.xml#MathML',
    3033'ckbs.xml#System Requirements',
  • html/ckbs/_contents.htm

    r514 r730  
    4141<option>ckbs-&gt;</option>
    4242<option>license</option>
     43<option>ckbs_t_general</option>
    4344<option>ckbs_nonlinear</option>
    4445<option>ckbs_L1_nonlinear</option>
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    6365        onmouseout='MouseOut(1)'
    6466><img src='_close.gif' name='folder1' align='middle' />
    65 <u>ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers</u></a>
     67<u>ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers</u></a>
    6668
    6769<span id='children1'>
    68 <br><a href="ckbs.htm" target="_top">ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers</a>
     70<br><a href="ckbs.htm" target="_top">ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers</a>
    6971
    7072<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="_contents.htm" target="_top">Table of Contents</a>
     
    7678        onmouseout='MouseOut(4)'
    7779><img src='_close.gif' name='folder4' align='middle' />
    78 <u>The Nonlinear Constrained Kalman-Bucy Smoother</u></a>
     80<u>The General Student's t Smoother</u></a>
    7981
    8082<span id='children4'>
    81 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_nonlinear.htm" target="_top">The Nonlinear Constrained Kalman-Bucy Smoother</a>
    82 
    83 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="get_started_ok.m.htm" target="_top">ckbs_nonlinear: A Simple Example and Test</a>
    84 
    85 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="sine_wave_ok.m.htm" target="_top">ckbs_nonlinear: Example and Test of Tracking a Sine Wave</a>
    86 
    87 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(7)'
     83<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_t_general.htm" target="_top">The General Student's t Smoother</a>
     84
     85<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general Jump Tracking Example and Test</a>
     86
     87<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general Jump Tracking Example and Test</a>
     88</span>
     89
     90<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(7)'
    8891        onmouseover='MouseOver(7)'
    8992        onmouseout='MouseOut(7)'
    9093><img src='_close.gif' name='folder7' align='middle' />
     94<u>The Nonlinear Constrained Kalman-Bucy Smoother</u></a>
     95
     96<span id='children7'>
     97<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_nonlinear.htm" target="_top">The Nonlinear Constrained Kalman-Bucy Smoother</a>
     98
     99<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="get_started_ok.m.htm" target="_top">ckbs_nonlinear: A Simple Example and Test</a>
     100
     101<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="sine_wave_ok.m.htm" target="_top">ckbs_nonlinear: Example and Test of Tracking a Sine Wave</a>
     102
     103<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(10)'
     104        onmouseover='MouseOver(10)'
     105        onmouseout='MouseOut(10)'
     106><img src='_close.gif' name='folder10' align='middle' />
    91107<u>ckbs_nonlinear:
    92108Unconstrained Nonlinear Transition Model Example and Test</u></a>
    93109
    94 <span id='children7'>
     110<span id='children10'>
    95111<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_ok.m.htm" target="_top">ckbs_nonlinear:
    96112Unconstrained Nonlinear Transition Model Example and Test</a>
    97113
    98 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(8)'
    99         onmouseover='MouseOver(8)'
    100         onmouseout='MouseOut(8)'
    101 ><img src='_close.gif' name='folder8' align='middle' />
    102 <u>Van der Pol Oscillator Simulation (No Noise)</u></a>
    103 
    104 <span id='children8'>
    105 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_sim.htm" target="_top">Van der Pol Oscillator Simulation (No Noise)</a>
    106 
    107 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_sim_ok.m.htm" target="_top">Example Use of vanderpol_sim</a>
    108 </span>
    109 
    110 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_g.m.htm" target="_top">ckbs_nonlinear: Vanderpol Transition Model Mean Example</a>
    111 </span>
    112 
    113 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(11)'
     114<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(11)'
    114115        onmouseover='MouseOver(11)'
    115116        onmouseout='MouseOut(11)'
    116117><img src='_close.gif' name='folder11' align='middle' />
     118<u>Van der Pol Oscillator Simulation (No Noise)</u></a>
     119
     120<span id='children11'>
     121<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_sim.htm" target="_top">Van der Pol Oscillator Simulation (No Noise)</a>
     122
     123<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_sim_ok.m.htm" target="_top">Example Use of vanderpol_sim</a>
     124</span>
     125
     126<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="vanderpol_g.m.htm" target="_top">ckbs_nonlinear: Vanderpol Transition Model Mean Example</a>
     127</span>
     128
     129<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(14)'
     130        onmouseover='MouseOver(14)'
     131        onmouseout='MouseOut(14)'
     132><img src='_close.gif' name='folder14' align='middle' />
    117133<u>ckbs_nonlinear: General Purpose Utilities</u></a>
    118134
    119 <span id='children11'>
     135<span id='children14'>
    120136<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="nonlinear_utility.htm" target="_top">ckbs_nonlinear: General Purpose Utilities</a>
    121137
     
    136152</span>
    137153
    138 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(19)'
    139         onmouseover='MouseOver(19)'
    140         onmouseout='MouseOut(19)'
    141 ><img src='_close.gif' name='folder19' align='middle' />
     154<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(22)'
     155        onmouseover='MouseOver(22)'
     156        onmouseout='MouseOut(22)'
     157><img src='_close.gif' name='folder22' align='middle' />
    142158<u>The Nonlinear Constrained Kalman-Bucy Smoother</u></a>
    143159
    144 <span id='children19'>
     160<span id='children22'>
    145161<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_l1_nonlinear.htm" target="_top">The Nonlinear Constrained Kalman-Bucy Smoother</a>
    146162
     
    149165</span>
    150166
    151 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(21)'
    152         onmouseover='MouseOver(21)'
    153         onmouseout='MouseOut(21)'
    154 ><img src='_close.gif' name='folder21' align='middle' />
     167<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(24)'
     168        onmouseover='MouseOver(24)'
     169        onmouseout='MouseOut(24)'
     170><img src='_close.gif' name='folder24' align='middle' />
    155171<u>Constrained Affine Kalman Bucy Smoother</u></a>
    156172
    157 <span id='children21'>
     173<span id='children24'>
    158174<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_affine.htm" target="_top">Constrained Affine Kalman Bucy Smoother</a>
    159175
     
    161177</span>
    162178
    163 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(23)'
    164         onmouseover='MouseOver(23)'
    165         onmouseout='MouseOut(23)'
    166 ><img src='_close.gif' name='folder23' align='middle' />
    167 <u>Robust L1 Affine Kalman Bucy Smoother</u></a>
    168 
    169 <span id='children23'>
    170 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_l1_affine.htm" target="_top">Robust L1 Affine Kalman Bucy Smoother</a>
    171 
    172 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="l1_affine_ok.m.htm" target="_top">ckbs_L1_affine Robust Smoothing Spline Example and Test</a>
    173 </span>
    174 
    175 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(25)'
    176         onmouseover='MouseOver(25)'
    177         onmouseout='MouseOut(25)'
    178 ><img src='_close.gif' name='folder25' align='middle' />
    179 <u>ckbs Utility Functions</u></a>
    180 
    181 <span id='children25'>
    182 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="utility.htm" target="_top">ckbs Utility Functions</a>
    183 
    184 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(26)'
     179<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(26)'
    185180        onmouseover='MouseOver(26)'
    186181        onmouseout='MouseOut(26)'
    187182><img src='_close.gif' name='folder26' align='middle' />
    188 <u>Packed Block Diagonal Matrix Times a Vector or Matrix</u></a>
     183<u>Singular Affine Kalman Bucy Smoother</u></a>
    189184
    190185<span id='children26'>
    191 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed Block Diagonal Matrix Times a Vector or Matrix</a>
    192 
    193 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkdiag_mul_ok.m.htm" target="_top">blkdiag_mul Example and Test</a>
    194 </span>
    195 
    196 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(28)'
     186<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_affine_singular.htm" target="_top">Singular Affine Kalman Bucy Smoother</a>
     187
     188<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular Singular Smoothing Spline Example and Test</a>
     189</span>
     190
     191<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(28)'
    197192        onmouseover='MouseOver(28)'
    198193        onmouseout='MouseOut(28)'
    199194><img src='_close.gif' name='folder28' align='middle' />
    200 <u>Transpose of Packed Block Diagonal Matrix Times a Vector
    201 or Matrix</u></a>
     195<u>Robust L1 Affine Kalman Bucy Smoother</u></a>
    202196
    203197<span id='children28'>
    204 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkdiag_mul_t.htm" target="_top">Transpose of Packed Block Diagonal Matrix Times a Vector
    205 or Matrix</a>
    206 
    207 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkdiag_mul_t_ok.m.htm" target="_top">blkdiag_mul_t Example and Test</a>
    208 </span>
    209 
    210 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(30)'
     198<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_l1_affine.htm" target="_top">Robust L1 Affine Kalman Bucy Smoother</a>
     199
     200<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="l1_affine_ok.m.htm" target="_top">ckbs_L1_affine Robust Smoothing Spline Example and Test</a>
     201</span>
     202
     203<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(30)'
    211204        onmouseover='MouseOver(30)'
    212205        onmouseout='MouseOut(30)'
    213206><img src='_close.gif' name='folder30' align='middle' />
     207<u>ckbs Utility Functions</u></a>
     208
     209<span id='children30'>
     210<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="utility.htm" target="_top">ckbs Utility Functions</a>
     211
     212<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(31)'
     213        onmouseover='MouseOver(31)'
     214        onmouseout='MouseOut(31)'
     215><img src='_close.gif' name='folder31' align='middle' />
     216<u>Student's t Sum of Squares Objective</u></a>
     217
     218<span id='children31'>
     219<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_t_obj.htm" target="_top">Student's t Sum of Squares Objective</a>
     220
     221<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="t_obj_ok.m.htm" target="_top">ckbs_t_obj Example and Test</a>
     222</span>
     223
     224<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(33)'
     225        onmouseover='MouseOver(33)'
     226        onmouseout='MouseOut(33)'
     227><img src='_close.gif' name='folder33' align='middle' />
     228<u>Student's t Gradient</u></a>
     229
     230<span id='children33'>
     231<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_t_grad.htm" target="_top">Student's t Gradient</a>
     232
     233<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="t_grad_ok.m.htm" target="_top">ckbs_t_grad Example and Test</a>
     234</span>
     235
     236<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(35)'
     237        onmouseover='MouseOver(35)'
     238        onmouseout='MouseOut(35)'
     239><img src='_close.gif' name='folder35' align='middle' />
     240<u>Student's t Hessian</u></a>
     241
     242<span id='children35'>
     243<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_t_hess.htm" target="_top">Student's t Hessian</a>
     244
     245<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="t_hess_ok.m.htm" target="_top">ckbs_t_hess Example and Test</a>
     246</span>
     247
     248<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(37)'
     249        onmouseover='MouseOver(37)'
     250        onmouseout='MouseOut(37)'
     251><img src='_close.gif' name='folder37' align='middle' />
     252<u>Block Diagonal Algorithm</u></a>
     253
     254<span id='children37'>
     255<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_diag_solve.htm" target="_top">Block Diagonal Algorithm</a>
     256
     257<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="diag_solve_ok.m.htm" target="_top">ckbs_diag_solve Example and Test</a>
     258</span>
     259
     260<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(39)'
     261        onmouseover='MouseOver(39)'
     262        onmouseout='MouseOut(39)'
     263><img src='_close.gif' name='folder39' align='middle' />
     264<u>Block Bidiagonal Algorithm</u></a>
     265
     266<span id='children39'>
     267<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_bidiag_solve.htm" target="_top">Block Bidiagonal Algorithm</a>
     268
     269<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="bidiag_solve_ok.m.htm" target="_top">ckbs_bidiag_solve Example and Test</a>
     270</span>
     271
     272<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(41)'
     273        onmouseover='MouseOver(41)'
     274        onmouseout='MouseOut(41)'
     275><img src='_close.gif' name='folder41' align='middle' />
     276<u>Block Bidiagonal Algorithm</u></a>
     277
     278<span id='children41'>
     279<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_bidiag_solve_t.htm" target="_top">Block Bidiagonal Algorithm</a>
     280
     281<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="bidiag_solve_t_ok.m.htm" target="_top">ckbs_bidiag_solve_t Example and Test</a>
     282</span>
     283
     284<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(43)'
     285        onmouseover='MouseOver(43)'
     286        onmouseout='MouseOut(43)'
     287><img src='_close.gif' name='folder43' align='middle' />
     288<u>Packed Block Bidiagonal Matrix Symmetric Multiply</u></a>
     289
     290<span id='children43'>
     291<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkbidiag_symm_mul.htm" target="_top">Packed Block Bidiagonal Matrix Symmetric Multiply</a>
     292
     293<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkbidiag_symm_mul_ok.m.htm" target="_top">blkbidiag_symm_mul Example and Test</a>
     294</span>
     295
     296<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(45)'
     297        onmouseover='MouseOver(45)'
     298        onmouseout='MouseOut(45)'
     299><img src='_close.gif' name='folder45' align='middle' />
     300<u>Packed Block Diagonal Matrix Times a Vector or Matrix</u></a>
     301
     302<span id='children45'>
     303<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed Block Diagonal Matrix Times a Vector or Matrix</a>
     304
     305<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkdiag_mul_ok.m.htm" target="_top">blkdiag_mul Example and Test</a>
     306</span>
     307
     308<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(47)'
     309        onmouseover='MouseOver(47)'
     310        onmouseout='MouseOut(47)'
     311><img src='_close.gif' name='folder47' align='middle' />
     312<u>Transpose of Packed Block Diagonal Matrix Times a Vector
     313or Matrix</u></a>
     314
     315<span id='children47'>
     316<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkdiag_mul_t.htm" target="_top">Transpose of Packed Block Diagonal Matrix Times a Vector
     317or Matrix</a>
     318
     319<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkdiag_mul_t_ok.m.htm" target="_top">blkdiag_mul_t Example and Test</a>
     320</span>
     321
     322<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(49)'
     323        onmouseover='MouseOver(49)'
     324        onmouseout='MouseOut(49)'
     325><img src='_close.gif' name='folder49' align='middle' />
     326<u>Packed Lower Block Bidiagonal Matrix Transpose Times a Vector</u></a>
     327
     328<span id='children49'>
     329<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkbidiag_mul_t.htm" target="_top">Packed Lower Block Bidiagonal Matrix Transpose Times a Vector</a>
     330
     331<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkbidiag_mul_t_ok.m.htm" target="_top">blkbidiag_mul_t Example and Test</a>
     332</span>
     333
     334<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(51)'
     335        onmouseover='MouseOver(51)'
     336        onmouseout='MouseOut(51)'
     337><img src='_close.gif' name='folder51' align='middle' />
     338<u>Packed Lower Block Bidiagonal Matrix Times a Vector</u></a>
     339
     340<span id='children51'>
     341<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blkbidiag_mul.htm" target="_top">Packed Lower Block Bidiagonal Matrix Times a Vector</a>
     342
     343<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="blkbidiag_mul_ok.m.htm" target="_top">blkbidiag_mul Example and Test</a>
     344</span>
     345
     346<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(53)'
     347        onmouseover='MouseOver(53)'
     348        onmouseout='MouseOut(53)'
     349><img src='_close.gif' name='folder53' align='middle' />
    214350<u>Packed Block Tridiagonal Matrix Times a Vector</u></a>
    215351
    216 <span id='children30'>
     352<span id='children53'>
    217353<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_blktridiag_mul.htm" target="_top">Packed Block Tridiagonal Matrix Times a Vector</a>
    218354
     
    220356</span>
    221357
    222 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(32)'
    223         onmouseover='MouseOver(32)'
    224         onmouseout='MouseOut(32)'
    225 ><img src='_close.gif' name='folder32' align='middle' />
     358<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(55)'
     359        onmouseover='MouseOver(55)'
     360        onmouseout='MouseOut(55)'
     361><img src='_close.gif' name='folder55' align='middle' />
    226362<u>Affine Residual Sum of Squares Objective</u></a>
    227363
    228 <span id='children32'>
     364<span id='children55'>
    229365<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_sumsq_obj.htm" target="_top">Affine Residual Sum of Squares Objective</a>
    230366
     
    232368</span>
    233369
    234 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(34)'
    235         onmouseover='MouseOver(34)'
    236         onmouseout='MouseOut(34)'
    237 ><img src='_close.gif' name='folder34' align='middle' />
     370<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(57)'
     371        onmouseover='MouseOver(57)'
     372        onmouseout='MouseOut(57)'
     373><img src='_close.gif' name='folder57' align='middle' />
    238374<u>Affine Least Squares with Robust L1 Objective</u></a>
    239375
    240 <span id='children34'>
     376<span id='children57'>
    241377<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_l2l1_obj.htm" target="_top">Affine Least Squares with Robust L1 Objective</a>
    242378
     
    244380</span>
    245381
    246 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(36)'
    247         onmouseover='MouseOver(36)'
    248         onmouseout='MouseOut(36)'
    249 ><img src='_close.gif' name='folder36' align='middle' />
     382<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(59)'
     383        onmouseover='MouseOver(59)'
     384        onmouseout='MouseOut(59)'
     385><img src='_close.gif' name='folder59' align='middle' />
    250386<u>Affine Residual Sum of Squares Gradient</u></a>
    251387
    252 <span id='children36'>
     388<span id='children59'>
    253389<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_sumsq_grad.htm" target="_top">Affine Residual Sum of Squares Gradient</a>
    254390
     
    256392</span>
    257393
    258 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(38)'
    259         onmouseover='MouseOver(38)'
    260         onmouseout='MouseOut(38)'
    261 ><img src='_close.gif' name='folder38' align='middle' />
     394<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(61)'
     395        onmouseover='MouseOver(61)'
     396        onmouseout='MouseOut(61)'
     397><img src='_close.gif' name='folder61' align='middle' />
    262398<u>Affine Residual Process Sum of Squares Gradient</u></a>
    263399
    264 <span id='children38'>
     400<span id='children61'>
    265401<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_process_grad.htm" target="_top">Affine Residual Process Sum of Squares Gradient</a>
    266402
     
    268404</span>
    269405
    270 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(40)'
    271         onmouseover='MouseOver(40)'
    272         onmouseout='MouseOut(40)'
    273 ><img src='_close.gif' name='folder40' align='middle' />
     406<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(63)'
     407        onmouseover='MouseOver(63)'
     408        onmouseout='MouseOut(63)'
     409><img src='_close.gif' name='folder63' align='middle' />
    274410<u>Affine Residual Sum of Squares Hessian</u></a>
    275411
    276 <span id='children40'>
     412<span id='children63'>
    277413<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_sumsq_hes.htm" target="_top">Affine Residual Sum of Squares Hessian</a>
    278414
     
    280416</span>
    281417
    282 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(42)'
    283         onmouseover='MouseOver(42)'
    284         onmouseout='MouseOut(42)'
    285 ><img src='_close.gif' name='folder42' align='middle' />
     418<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(65)'
     419        onmouseover='MouseOver(65)'
     420        onmouseout='MouseOut(65)'
     421><img src='_close.gif' name='folder65' align='middle' />
    286422<u>Affine Process Residual Sum of Squares Hessian</u></a>
    287423
    288 <span id='children42'>
     424<span id='children65'>
    289425<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_process_hes.htm" target="_top">Affine Process Residual Sum of Squares Hessian</a>
    290426
     
    292428</span>
    293429
    294 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(44)'
    295         onmouseover='MouseOver(44)'
    296         onmouseout='MouseOut(44)'
    297 ><img src='_close.gif' name='folder44' align='middle' />
     430<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(67)'
     431        onmouseover='MouseOver(67)'
     432        onmouseout='MouseOut(67)'
     433><img src='_close.gif' name='folder67' align='middle' />
    298434<u>Symmetric Block Tridiagonal Algorithm</u></a>
    299435
    300 <span id='children44'>
     436<span id='children67'>
    301437<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_tridiag_solve.htm" target="_top">Symmetric Block Tridiagonal Algorithm</a>
    302438
     
    304440</span>
    305441
    306 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(46)'
    307         onmouseover='MouseOver(46)'
    308         onmouseout='MouseOut(46)'
    309 ><img src='_close.gif' name='folder46' align='middle' />
     442<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(69)'
     443        onmouseover='MouseOver(69)'
     444        onmouseout='MouseOut(69)'
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    310446<u>Symmetric Block Tridiagonal Algorithm (Backward version)</u></a>
    311447
    312 <span id='children46'>
     448<span id='children69'>
    313449<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_tridiag_solve_b.htm" target="_top">Symmetric Block Tridiagonal Algorithm (Backward version)</a>
    314450
     
    316452</span>
    317453
    318 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(48)'
    319         onmouseover='MouseOver(48)'
    320         onmouseout='MouseOut(48)'
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     454<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(71)'
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     456        onmouseout='MouseOut(71)'
     457><img src='_close.gif' name='folder71' align='middle' />
     458<u>Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)</u></a>
     459
     460<span id='children71'>
     461<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_tridiag_solve_pcg.htm" target="_top">Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)</a>
     462
     463<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="tridiag_solve_pcg_ok.m.htm" target="_top">ckbs_tridiag_solve_pcg Example and Test</a>
     464</span>
     465
     466<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(73)'
     467        onmouseover='MouseOver(73)'
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     469><img src='_close.gif' name='folder73' align='middle' />
    322470<u>Affine Constrained Kalman Bucy Smoother Newton Step</u></a>
    323471
    324 <span id='children48'>
     472<span id='children73'>
    325473<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_newton_step.htm" target="_top">Affine Constrained Kalman Bucy Smoother Newton Step</a>
    326474
     
    328476</span>
    329477
    330 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(50)'
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    332         onmouseout='MouseOut(50)'
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     478<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(75)'
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     480        onmouseout='MouseOut(75)'
     481><img src='_close.gif' name='folder75' align='middle' />
    334482<u>Affine Robust L1 Kalman Bucy Smoother Newton Step</u></a>
    335483
    336 <span id='children50'>
     484<span id='children75'>
    337485<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_newton_step_l1.htm" target="_top">Affine Robust L1 Kalman Bucy Smoother Newton Step</a>
    338486
     
    340488</span>
    341489
    342 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(52)'
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     490<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(77)'
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     492        onmouseout='MouseOut(77)'
     493><img src='_close.gif' name='folder77' align='middle' />
    346494<u>Compute Residual in Kuhn-Tucker Conditions</u></a>
    347495
    348 <span id='children52'>
     496<span id='children77'>
    349497<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_kuhn_tucker.htm" target="_top">Compute Residual in Kuhn-Tucker Conditions</a>
    350498
     
    352500</span>
    353501
    354 <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(54)'
    355         onmouseover='MouseOver(54)'
    356         onmouseout='MouseOut(54)'
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     502<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(79)'
     503        onmouseover='MouseOver(79)'
     504        onmouseout='MouseOut(79)'
     505><img src='_close.gif' name='folder79' align='middle' />
    358506<u>Compute Residual in Kuhn-Tucker Conditions for Robust L1</u></a>
    359507
    360 <span id='children54'>
     508<span id='children79'>
    361509<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<a href="ckbs_kuhn_tucker_l1.htm" target="_top">Compute Residual in Kuhn-Tucker Conditions for Robust L1</a>
    362510
     
    365513</span>
    366514
    367 <br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(56)'
    368         onmouseover='MouseOver(56)'
    369         onmouseout='MouseOut(56)'
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     515<br>&nbsp;&nbsp;&nbsp;&nbsp;<a onclick='Select(81)'
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     517        onmouseout='MouseOut(81)'
     518><img src='_close.gif' name='folder81' align='middle' />
    371519<u>Run All Correctness Tests</u></a>
    372520
    373 <span id='children56'>
     521<span id='children81'>
    374522<br>&nbsp;&nbsp;&nbsp;&nbsp;<a href="all_ok.m.htm" target="_top">Run All Correctness Tests</a>
    375523
  • html/ckbs/_contents.js

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  • html/ckbs/_contents_xml.htm

    r514 r730  
    4141<option>ckbs-&gt;</option>
    4242<option>license</option>
     43<option>ckbs_t_general</option>
    4344<option>ckbs_nonlinear</option>
    4445<option>ckbs_L1_nonlinear</option>
    4546<option>ckbs_affine</option>
     47<option>ckbs_affine_singular</option>
    4648<option>ckbs_L1_affine</option>
    4749<option>utility</option>
     
    6365        onmouseout='MouseOut(1)'
    6466><img src='_close.gif' name='folder1' align='middle' />
    65 <u>ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers</u></a>
     67<u>ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers</u></a>
    6668
    6769<span id='children1'>
    68 <br/><a href="ckbs.xml" target="_top">ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers</a>
     70<br/><a href="ckbs.xml" target="_top">ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers</a>
    6971
    7072<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="_contents_xml.htm" target="_top">Table of Contents</a>
     
    7678        onmouseout='MouseOut(4)'
    7779><img src='_close.gif' name='folder4' align='middle' />
    78 <u>The Nonlinear Constrained Kalman-Bucy Smoother</u></a>
     80<u>The General Student's t Smoother</u></a>
    7981
    8082<span id='children4'>
    81 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_nonlinear.xml" target="_top">The Nonlinear Constrained Kalman-Bucy Smoother</a>
    82 
    83 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear: A Simple Example and Test</a>
    84 
    85 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="sine_wave_ok.m.xml" target="_top">ckbs_nonlinear: Example and Test of Tracking a Sine Wave</a>
    86 
    87 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(7)'
     83<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_t_general.xml" target="_top">The General Student's t Smoother</a>
     84
     85<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general Jump Tracking Example and Test</a>
     86
     87<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general Jump Tracking Example and Test</a>
     88</span>
     89
     90<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(7)'
    8891        onmouseover='MouseOver(7)'
    8992        onmouseout='MouseOut(7)'
    9093><img src='_close.gif' name='folder7' align='middle' />
     94<u>The Nonlinear Constrained Kalman-Bucy Smoother</u></a>
     95
     96<span id='children7'>
     97<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_nonlinear.xml" target="_top">The Nonlinear Constrained Kalman-Bucy Smoother</a>
     98
     99<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear: A Simple Example and Test</a>
     100
     101<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="sine_wave_ok.m.xml" target="_top">ckbs_nonlinear: Example and Test of Tracking a Sine Wave</a>
     102
     103<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(10)'
     104        onmouseover='MouseOver(10)'
     105        onmouseout='MouseOut(10)'
     106><img src='_close.gif' name='folder10' align='middle' />
    91107<u>ckbs_nonlinear:
    92108Unconstrained Nonlinear Transition Model Example and Test</u></a>
    93109
    94 <span id='children7'>
     110<span id='children10'>
    95111<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_ok.m.xml" target="_top">ckbs_nonlinear:
    96112Unconstrained Nonlinear Transition Model Example and Test</a>
    97113
    98 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(8)'
    99         onmouseover='MouseOver(8)'
    100         onmouseout='MouseOut(8)'
    101 ><img src='_close.gif' name='folder8' align='middle' />
    102 <u>Van der Pol Oscillator Simulation (No Noise)</u></a>
    103 
    104 <span id='children8'>
    105 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_sim.xml" target="_top">Van der Pol Oscillator Simulation (No Noise)</a>
    106 
    107 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_sim_ok.m.xml" target="_top">Example Use of vanderpol_sim</a>
    108 </span>
    109 
    110 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_g.m.xml" target="_top">ckbs_nonlinear: Vanderpol Transition Model Mean Example</a>
    111 </span>
    112 
    113 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(11)'
     114<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(11)'
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    115116        onmouseout='MouseOut(11)'
    116117><img src='_close.gif' name='folder11' align='middle' />
     118<u>Van der Pol Oscillator Simulation (No Noise)</u></a>
     119
     120<span id='children11'>
     121<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_sim.xml" target="_top">Van der Pol Oscillator Simulation (No Noise)</a>
     122
     123<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_sim_ok.m.xml" target="_top">Example Use of vanderpol_sim</a>
     124</span>
     125
     126<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="vanderpol_g.m.xml" target="_top">ckbs_nonlinear: Vanderpol Transition Model Mean Example</a>
     127</span>
     128
     129<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(14)'
     130        onmouseover='MouseOver(14)'
     131        onmouseout='MouseOut(14)'
     132><img src='_close.gif' name='folder14' align='middle' />
    117133<u>ckbs_nonlinear: General Purpose Utilities</u></a>
    118134
    119 <span id='children11'>
     135<span id='children14'>
    120136<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="nonlinear_utility.xml" target="_top">ckbs_nonlinear: General Purpose Utilities</a>
    121137
     
    136152</span>
    137153
    138 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(19)'
    139         onmouseover='MouseOver(19)'
    140         onmouseout='MouseOut(19)'
    141 ><img src='_close.gif' name='folder19' align='middle' />
     154<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(22)'
     155        onmouseover='MouseOver(22)'
     156        onmouseout='MouseOut(22)'
     157><img src='_close.gif' name='folder22' align='middle' />
    142158<u>The Nonlinear Constrained Kalman-Bucy Smoother</u></a>
    143159
    144 <span id='children19'>
     160<span id='children22'>
    145161<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_l1_nonlinear.xml" target="_top">The Nonlinear Constrained Kalman-Bucy Smoother</a>
    146162
     
    149165</span>
    150166
    151 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(21)'
    152         onmouseover='MouseOver(21)'
    153         onmouseout='MouseOut(21)'
    154 ><img src='_close.gif' name='folder21' align='middle' />
     167<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(24)'
     168        onmouseover='MouseOver(24)'
     169        onmouseout='MouseOut(24)'
     170><img src='_close.gif' name='folder24' align='middle' />
    155171<u>Constrained Affine Kalman Bucy Smoother</u></a>
    156172
    157 <span id='children21'>
     173<span id='children24'>
    158174<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_affine.xml" target="_top">Constrained Affine Kalman Bucy Smoother</a>
    159175
     
    161177</span>
    162178
    163 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(23)'
    164         onmouseover='MouseOver(23)'
    165         onmouseout='MouseOut(23)'
    166 ><img src='_close.gif' name='folder23' align='middle' />
    167 <u>Robust L1 Affine Kalman Bucy Smoother</u></a>
    168 
    169 <span id='children23'>
    170 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_l1_affine.xml" target="_top">Robust L1 Affine Kalman Bucy Smoother</a>
    171 
    172 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="l1_affine_ok.m.xml" target="_top">ckbs_L1_affine Robust Smoothing Spline Example and Test</a>
    173 </span>
    174 
    175 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(25)'
    176         onmouseover='MouseOver(25)'
    177         onmouseout='MouseOut(25)'
    178 ><img src='_close.gif' name='folder25' align='middle' />
    179 <u>ckbs Utility Functions</u></a>
    180 
    181 <span id='children25'>
    182 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="utility.xml" target="_top">ckbs Utility Functions</a>
    183 
    184 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(26)'
     179<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(26)'
    185180        onmouseover='MouseOver(26)'
    186181        onmouseout='MouseOut(26)'
    187182><img src='_close.gif' name='folder26' align='middle' />
    188 <u>Packed Block Diagonal Matrix Times a Vector or Matrix</u></a>
     183<u>Singular Affine Kalman Bucy Smoother</u></a>
    189184
    190185<span id='children26'>
    191 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed Block Diagonal Matrix Times a Vector or Matrix</a>
    192 
    193 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkdiag_mul_ok.m.xml" target="_top">blkdiag_mul Example and Test</a>
    194 </span>
    195 
    196 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(28)'
     186<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_affine_singular.xml" target="_top">Singular Affine Kalman Bucy Smoother</a>
     187
     188<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular Singular Smoothing Spline Example and Test</a>
     189</span>
     190
     191<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(28)'
    197192        onmouseover='MouseOver(28)'
    198193        onmouseout='MouseOut(28)'
    199194><img src='_close.gif' name='folder28' align='middle' />
    200 <u>Transpose of Packed Block Diagonal Matrix Times a Vector
    201 or Matrix</u></a>
     195<u>Robust L1 Affine Kalman Bucy Smoother</u></a>
    202196
    203197<span id='children28'>
    204 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkdiag_mul_t.xml" target="_top">Transpose of Packed Block Diagonal Matrix Times a Vector
    205 or Matrix</a>
    206 
    207 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkdiag_mul_t_ok.m.xml" target="_top">blkdiag_mul_t Example and Test</a>
    208 </span>
    209 
    210 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(30)'
     198<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_l1_affine.xml" target="_top">Robust L1 Affine Kalman Bucy Smoother</a>
     199
     200<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="l1_affine_ok.m.xml" target="_top">ckbs_L1_affine Robust Smoothing Spline Example and Test</a>
     201</span>
     202
     203<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(30)'
    211204        onmouseover='MouseOver(30)'
    212205        onmouseout='MouseOut(30)'
    213206><img src='_close.gif' name='folder30' align='middle' />
     207<u>ckbs Utility Functions</u></a>
     208
     209<span id='children30'>
     210<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="utility.xml" target="_top">ckbs Utility Functions</a>
     211
     212<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(31)'
     213        onmouseover='MouseOver(31)'
     214        onmouseout='MouseOut(31)'
     215><img src='_close.gif' name='folder31' align='middle' />
     216<u>Student's t Sum of Squares Objective</u></a>
     217
     218<span id='children31'>
     219<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_t_obj.xml" target="_top">Student's t Sum of Squares Objective</a>
     220
     221<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="t_obj_ok.m.xml" target="_top">ckbs_t_obj Example and Test</a>
     222</span>
     223
     224<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(33)'
     225        onmouseover='MouseOver(33)'
     226        onmouseout='MouseOut(33)'
     227><img src='_close.gif' name='folder33' align='middle' />
     228<u>Student's t Gradient</u></a>
     229
     230<span id='children33'>
     231<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_t_grad.xml" target="_top">Student's t Gradient</a>
     232
     233<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="t_grad_ok.m.xml" target="_top">ckbs_t_grad Example and Test</a>
     234</span>
     235
     236<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(35)'
     237        onmouseover='MouseOver(35)'
     238        onmouseout='MouseOut(35)'
     239><img src='_close.gif' name='folder35' align='middle' />
     240<u>Student's t Hessian</u></a>
     241
     242<span id='children35'>
     243<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_t_hess.xml" target="_top">Student's t Hessian</a>
     244
     245<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="t_hess_ok.m.xml" target="_top">ckbs_t_hess Example and Test</a>
     246</span>
     247
     248<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(37)'
     249        onmouseover='MouseOver(37)'
     250        onmouseout='MouseOut(37)'
     251><img src='_close.gif' name='folder37' align='middle' />
     252<u>Block Diagonal Algorithm</u></a>
     253
     254<span id='children37'>
     255<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_diag_solve.xml" target="_top">Block Diagonal Algorithm</a>
     256
     257<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="diag_solve_ok.m.xml" target="_top">ckbs_diag_solve Example and Test</a>
     258</span>
     259
     260<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(39)'
     261        onmouseover='MouseOver(39)'
     262        onmouseout='MouseOut(39)'
     263><img src='_close.gif' name='folder39' align='middle' />
     264<u>Block Bidiagonal Algorithm</u></a>
     265
     266<span id='children39'>
     267<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_bidiag_solve.xml" target="_top">Block Bidiagonal Algorithm</a>
     268
     269<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="bidiag_solve_ok.m.xml" target="_top">ckbs_bidiag_solve Example and Test</a>
     270</span>
     271
     272<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(41)'
     273        onmouseover='MouseOver(41)'
     274        onmouseout='MouseOut(41)'
     275><img src='_close.gif' name='folder41' align='middle' />
     276<u>Block Bidiagonal Algorithm</u></a>
     277
     278<span id='children41'>
     279<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_bidiag_solve_t.xml" target="_top">Block Bidiagonal Algorithm</a>
     280
     281<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="bidiag_solve_t_ok.m.xml" target="_top">ckbs_bidiag_solve_t Example and Test</a>
     282</span>
     283
     284<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(43)'
     285        onmouseover='MouseOver(43)'
     286        onmouseout='MouseOut(43)'
     287><img src='_close.gif' name='folder43' align='middle' />
     288<u>Packed Block Bidiagonal Matrix Symmetric Multiply</u></a>
     289
     290<span id='children43'>
     291<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkbidiag_symm_mul.xml" target="_top">Packed Block Bidiagonal Matrix Symmetric Multiply</a>
     292
     293<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkbidiag_symm_mul_ok.m.xml" target="_top">blkbidiag_symm_mul Example and Test</a>
     294</span>
     295
     296<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(45)'
     297        onmouseover='MouseOver(45)'
     298        onmouseout='MouseOut(45)'
     299><img src='_close.gif' name='folder45' align='middle' />
     300<u>Packed Block Diagonal Matrix Times a Vector or Matrix</u></a>
     301
     302<span id='children45'>
     303<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed Block Diagonal Matrix Times a Vector or Matrix</a>
     304
     305<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkdiag_mul_ok.m.xml" target="_top">blkdiag_mul Example and Test</a>
     306</span>
     307
     308<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(47)'
     309        onmouseover='MouseOver(47)'
     310        onmouseout='MouseOut(47)'
     311><img src='_close.gif' name='folder47' align='middle' />
     312<u>Transpose of Packed Block Diagonal Matrix Times a Vector
     313or Matrix</u></a>
     314
     315<span id='children47'>
     316<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkdiag_mul_t.xml" target="_top">Transpose of Packed Block Diagonal Matrix Times a Vector
     317or Matrix</a>
     318
     319<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkdiag_mul_t_ok.m.xml" target="_top">blkdiag_mul_t Example and Test</a>
     320</span>
     321
     322<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(49)'
     323        onmouseover='MouseOver(49)'
     324        onmouseout='MouseOut(49)'
     325><img src='_close.gif' name='folder49' align='middle' />
     326<u>Packed Lower Block Bidiagonal Matrix Transpose Times a Vector</u></a>
     327
     328<span id='children49'>
     329<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkbidiag_mul_t.xml" target="_top">Packed Lower Block Bidiagonal Matrix Transpose Times a Vector</a>
     330
     331<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkbidiag_mul_t_ok.m.xml" target="_top">blkbidiag_mul_t Example and Test</a>
     332</span>
     333
     334<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(51)'
     335        onmouseover='MouseOver(51)'
     336        onmouseout='MouseOut(51)'
     337><img src='_close.gif' name='folder51' align='middle' />
     338<u>Packed Lower Block Bidiagonal Matrix Times a Vector</u></a>
     339
     340<span id='children51'>
     341<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blkbidiag_mul.xml" target="_top">Packed Lower Block Bidiagonal Matrix Times a Vector</a>
     342
     343<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="blkbidiag_mul_ok.m.xml" target="_top">blkbidiag_mul Example and Test</a>
     344</span>
     345
     346<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(53)'
     347        onmouseover='MouseOver(53)'
     348        onmouseout='MouseOut(53)'
     349><img src='_close.gif' name='folder53' align='middle' />
    214350<u>Packed Block Tridiagonal Matrix Times a Vector</u></a>
    215351
    216 <span id='children30'>
     352<span id='children53'>
    217353<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_blktridiag_mul.xml" target="_top">Packed Block Tridiagonal Matrix Times a Vector</a>
    218354
     
    220356</span>
    221357
    222 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(32)'
    223         onmouseover='MouseOver(32)'
    224         onmouseout='MouseOut(32)'
    225 ><img src='_close.gif' name='folder32' align='middle' />
     358<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(55)'
     359        onmouseover='MouseOver(55)'
     360        onmouseout='MouseOut(55)'
     361><img src='_close.gif' name='folder55' align='middle' />
    226362<u>Affine Residual Sum of Squares Objective</u></a>
    227363
    228 <span id='children32'>
     364<span id='children55'>
    229365<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_sumsq_obj.xml" target="_top">Affine Residual Sum of Squares Objective</a>
    230366
     
    232368</span>
    233369
    234 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(34)'
    235         onmouseover='MouseOver(34)'
    236         onmouseout='MouseOut(34)'
    237 ><img src='_close.gif' name='folder34' align='middle' />
     370<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(57)'
     371        onmouseover='MouseOver(57)'
     372        onmouseout='MouseOut(57)'
     373><img src='_close.gif' name='folder57' align='middle' />
    238374<u>Affine Least Squares with Robust L1 Objective</u></a>
    239375
    240 <span id='children34'>
     376<span id='children57'>
    241377<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_l2l1_obj.xml" target="_top">Affine Least Squares with Robust L1 Objective</a>
    242378
     
    244380</span>
    245381
    246 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(36)'
    247         onmouseover='MouseOver(36)'
    248         onmouseout='MouseOut(36)'
    249 ><img src='_close.gif' name='folder36' align='middle' />
     382<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(59)'
     383        onmouseover='MouseOver(59)'
     384        onmouseout='MouseOut(59)'
     385><img src='_close.gif' name='folder59' align='middle' />
    250386<u>Affine Residual Sum of Squares Gradient</u></a>
    251387
    252 <span id='children36'>
     388<span id='children59'>
    253389<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_sumsq_grad.xml" target="_top">Affine Residual Sum of Squares Gradient</a>
    254390
     
    256392</span>
    257393
    258 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(38)'
    259         onmouseover='MouseOver(38)'
    260         onmouseout='MouseOut(38)'
    261 ><img src='_close.gif' name='folder38' align='middle' />
     394<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(61)'
     395        onmouseover='MouseOver(61)'
     396        onmouseout='MouseOut(61)'
     397><img src='_close.gif' name='folder61' align='middle' />
    262398<u>Affine Residual Process Sum of Squares Gradient</u></a>
    263399
    264 <span id='children38'>
     400<span id='children61'>
    265401<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_process_grad.xml" target="_top">Affine Residual Process Sum of Squares Gradient</a>
    266402
     
    268404</span>
    269405
    270 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(40)'
    271         onmouseover='MouseOver(40)'
    272         onmouseout='MouseOut(40)'
    273 ><img src='_close.gif' name='folder40' align='middle' />
     406<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(63)'
     407        onmouseover='MouseOver(63)'
     408        onmouseout='MouseOut(63)'
     409><img src='_close.gif' name='folder63' align='middle' />
    274410<u>Affine Residual Sum of Squares Hessian</u></a>
    275411
    276 <span id='children40'>
     412<span id='children63'>
    277413<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_sumsq_hes.xml" target="_top">Affine Residual Sum of Squares Hessian</a>
    278414
     
    280416</span>
    281417
    282 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(42)'
    283         onmouseover='MouseOver(42)'
    284         onmouseout='MouseOut(42)'
    285 ><img src='_close.gif' name='folder42' align='middle' />
     418<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(65)'
     419        onmouseover='MouseOver(65)'
     420        onmouseout='MouseOut(65)'
     421><img src='_close.gif' name='folder65' align='middle' />
    286422<u>Affine Process Residual Sum of Squares Hessian</u></a>
    287423
    288 <span id='children42'>
     424<span id='children65'>
    289425<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_process_hes.xml" target="_top">Affine Process Residual Sum of Squares Hessian</a>
    290426
     
    292428</span>
    293429
    294 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(44)'
    295         onmouseover='MouseOver(44)'
    296         onmouseout='MouseOut(44)'
    297 ><img src='_close.gif' name='folder44' align='middle' />
     430<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(67)'
     431        onmouseover='MouseOver(67)'
     432        onmouseout='MouseOut(67)'
     433><img src='_close.gif' name='folder67' align='middle' />
    298434<u>Symmetric Block Tridiagonal Algorithm</u></a>
    299435
    300 <span id='children44'>
     436<span id='children67'>
    301437<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_tridiag_solve.xml" target="_top">Symmetric Block Tridiagonal Algorithm</a>
    302438
     
    304440</span>
    305441
    306 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(46)'
    307         onmouseover='MouseOver(46)'
    308         onmouseout='MouseOut(46)'
    309 ><img src='_close.gif' name='folder46' align='middle' />
     442<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(69)'
     443        onmouseover='MouseOver(69)'
     444        onmouseout='MouseOut(69)'
     445><img src='_close.gif' name='folder69' align='middle' />
    310446<u>Symmetric Block Tridiagonal Algorithm (Backward version)</u></a>
    311447
    312 <span id='children46'>
     448<span id='children69'>
    313449<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_tridiag_solve_b.xml" target="_top">Symmetric Block Tridiagonal Algorithm (Backward version)</a>
    314450
     
    316452</span>
    317453
    318 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(48)'
    319         onmouseover='MouseOver(48)'
    320         onmouseout='MouseOut(48)'
    321 ><img src='_close.gif' name='folder48' align='middle' />
     454<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(71)'
     455        onmouseover='MouseOver(71)'
     456        onmouseout='MouseOut(71)'
     457><img src='_close.gif' name='folder71' align='middle' />
     458<u>Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)</u></a>
     459
     460<span id='children71'>
     461<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_tridiag_solve_pcg.xml" target="_top">Symmetric Block Tridiagonal Algorithm (Conjugate Gradient version)</a>
     462
     463<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="tridiag_solve_pcg_ok.m.xml" target="_top">ckbs_tridiag_solve_pcg Example and Test</a>
     464</span>
     465
     466<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(73)'
     467        onmouseover='MouseOver(73)'
     468        onmouseout='MouseOut(73)'
     469><img src='_close.gif' name='folder73' align='middle' />
    322470<u>Affine Constrained Kalman Bucy Smoother Newton Step</u></a>
    323471
    324 <span id='children48'>
     472<span id='children73'>
    325473<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_newton_step.xml" target="_top">Affine Constrained Kalman Bucy Smoother Newton Step</a>
    326474
     
    328476</span>
    329477
    330 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(50)'
    331         onmouseover='MouseOver(50)'
    332         onmouseout='MouseOut(50)'
    333 ><img src='_close.gif' name='folder50' align='middle' />
     478<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(75)'
     479        onmouseover='MouseOver(75)'
     480        onmouseout='MouseOut(75)'
     481><img src='_close.gif' name='folder75' align='middle' />
    334482<u>Affine Robust L1 Kalman Bucy Smoother Newton Step</u></a>
    335483
    336 <span id='children50'>
     484<span id='children75'>
    337485<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_newton_step_l1.xml" target="_top">Affine Robust L1 Kalman Bucy Smoother Newton Step</a>
    338486
     
    340488</span>
    341489
    342 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(52)'
    343         onmouseover='MouseOver(52)'
    344         onmouseout='MouseOut(52)'
    345 ><img src='_close.gif' name='folder52' align='middle' />
     490<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(77)'
     491        onmouseover='MouseOver(77)'
     492        onmouseout='MouseOut(77)'
     493><img src='_close.gif' name='folder77' align='middle' />
    346494<u>Compute Residual in Kuhn-Tucker Conditions</u></a>
    347495
    348 <span id='children52'>
     496<span id='children77'>
    349497<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_kuhn_tucker.xml" target="_top">Compute Residual in Kuhn-Tucker Conditions</a>
    350498
     
    352500</span>
    353501
    354 <br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(54)'
    355         onmouseover='MouseOver(54)'
    356         onmouseout='MouseOut(54)'
    357 ><img src='_close.gif' name='folder54' align='middle' />
     502<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(79)'
     503        onmouseover='MouseOver(79)'
     504        onmouseout='MouseOut(79)'
     505><img src='_close.gif' name='folder79' align='middle' />
    358506<u>Compute Residual in Kuhn-Tucker Conditions for Robust L1</u></a>
    359507
    360 <span id='children54'>
     508<span id='children79'>
    361509<br/>&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;<a href="ckbs_kuhn_tucker_l1.xml" target="_top">Compute Residual in Kuhn-Tucker Conditions for Robust L1</a>
    362510
     
    365513</span>
    366514
    367 <br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(56)'
    368         onmouseover='MouseOver(56)'
    369         onmouseout='MouseOut(56)'
    370 ><img src='_close.gif' name='folder56' align='middle' />
     515<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a onclick='Select(81)'
     516        onmouseover='MouseOver(81)'
     517        onmouseout='MouseOut(81)'
     518><img src='_close.gif' name='folder81' align='middle' />
    371519<u>Run All Correctness Tests</u></a>
    372520
    373 <span id='children56'>
     521<span id='children81'>
    374522<br/>&#xA0;&#xA0;&#xA0;&#xA0;<a href="all_ok.m.xml" target="_top">Run All Correctness Tests</a>
    375523
  • html/ckbs/_direct_h.m_htm.js

    r505 r730  
    1414var list_down3 = [
    1515'license.htm',
     16'ckbs_t_general.htm',
    1617'ckbs_nonlinear.htm',
    1718'ckbs_l1_nonlinear.htm',
    1819'ckbs_affine.htm',
     20'ckbs_affine_singular.htm',
    1921'ckbs_l1_affine.htm',
    2022'utility.htm',
  • html/ckbs/_direct_h.m_xml.js

    r505 r730  
    1414var list_down3 = [
    1515'license.xml',
     16'ckbs_t_general.xml',
    1617'ckbs_nonlinear.xml',
    1718'ckbs_l1_nonlinear.xml',
    1819'ckbs_affine.xml',
     20'ckbs_affine_singular.xml',
    1921'ckbs_l1_affine.xml',
    2022'utility.xml',
  • html/ckbs/_distance_h.m_htm.js

    r505 r730  
    1414var list_down3 = [
    1515'license.htm',
     16'ckbs_t_general.htm',
    1617'ckbs_nonlinear.htm',
    1718'ckbs_l1_nonlinear.htm',
    1819'ckbs_affine.htm',
     20'ckbs_affine_singular.htm',
    1921'ckbs_l1_affine.htm',
    2022'utility.htm',
  • html/ckbs/_distance_h.m_xml.js

    r505 r730  
    1414var list_down3 = [
    1515'license.xml',
     16'ckbs_t_general.xml',
    1617'ckbs_nonlinear.xml',
    1718'ckbs_l1_nonlinear.xml',
    1819'ckbs_affine.xml',
     20'ckbs_affine_singular.xml',
    1921'ckbs_l1_affine.xml',
    2022'utility.xml',
  • html/ckbs/_external.htm

    r505 r730  
    3939<option>ckbs-&gt;</option>
    4040<option>license</option>
     41<option>ckbs_t_general</option>
    4142<option>ckbs_nonlinear</option>
    4243<option>ckbs_L1_nonlinear</option>
    4344<option>ckbs_affine</option>
     45<option>ckbs_affine_singular</option>
    4446<option>ckbs_L1_affine</option>
    4547<option>utility</option>
  • html/ckbs/_external.xml

    r505 r730  
    11<?xml version='1.0'?>
    2 <?xml-stylesheet type='text/xsl' href='pmathml.xsl'?>
    3 <html xmlns='http://www.w3.org/1999/xhtml'>
     2<html xmlns='http://www.w3.org/1999/xhtml'
     3      xmlns:math='http://www.w3.org/1998/Math/MathML'
     4>
    45<head>
    56<title>External Internet References</title>
     
    4243<option>ckbs-&gt;</option>
    4344<option>license</option>
     45<option>ckbs_t_general</option>
    4446<option>ckbs_nonlinear</option>
    4547<option>ckbs_L1_nonlinear</option>
    4648<option>ckbs_affine</option>
     49<option>ckbs_affine_singular</option>
    4750<option>ckbs_L1_affine</option>
    4851<option>utility</option>
  • html/ckbs/_get_started_ok.m_htm.js

    r505 r730  
    1313var list_down2 = [
    1414'license.htm',
     15'ckbs_t_general.htm',
    1516'ckbs_nonlinear.htm',
    1617'ckbs_l1_nonlinear.htm',
    1718'ckbs_affine.htm',
     19'ckbs_affine_singular.htm',
    1820'ckbs_l1_affine.htm',
    1921'utility.htm',
  • html/ckbs/_get_started_ok.m_xml.js

    r505 r730  
    1313var list_down2 = [
    1414'license.xml',
     15'ckbs_t_general.xml',
    1516'ckbs_nonlinear.xml',
    1617'ckbs_l1_nonlinear.xml',
    1718'ckbs_affine.xml',
     19'ckbs_affine_singular.xml',
    1820'ckbs_l1_affine.xml',
    1921'utility.xml',
  • html/ckbs/_index.htm

    r505 r730  
    4040<option>ckbs-&gt;</option>
    4141<option>license</option>
     42<option>ckbs_t_general</option>
    4243<option>ckbs_nonlinear</option>
    4344<option>ckbs_L1_nonlinear</option>
    4445<option>ckbs_affine</option>
     46<option>ckbs_affine_singular</option>
    4547<option>ckbs_L1_affine</option>
    4648<option>utility</option>
     
    8486&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    8587&#160;&#160;&#160;&#160;&#160;robust<b>&nbsp;</b>smoother&#160;<a href="ckbs_l1_affine.htm" target="_top">Robust&nbsp;L1&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
     88&#160;&#160;&#160;&#160;&#160;singular<b>&nbsp;</b>smoother&#160;<a href="ckbs_affine_singular.htm" target="_top">Singular&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
    8689all<b>_</b>ok&#160;<a href="all_ok.m.htm" target="_top">Run&nbsp;All&nbsp;Correctness&nbsp;Tests</a><br>
    8790
     
    9295backward<br>
    9396&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>tridiagonal<b>&nbsp;</b>solve&#160;<a href="ckbs_tridiag_solve_b.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Backward&nbsp;version)</a><br>
     97bidiag<b>_</b>solve&#160;<a href="ckbs_bidiag_solve.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     98&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="bidiag_solve_ok.m.htm" target="_top">ckbs_bidiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     99bidiag<b>_</b>solve<b>_</b>t&#160;<a href="ckbs_bidiag_solve_t.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     100&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="bidiag_solve_t_ok.m.htm" target="_top">ckbs_bidiag_solve_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     101bidiagonal<br>
     102&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>solve&#160;<a href="ckbs_bidiag_solve.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     103bidiagonal<b>&nbsp;</b>symmetric<br>
     104&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkbidiag_symm_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Symmetric&nbsp;Multiply</a><br>
     105bidiagonal<b>&nbsp;</b>transpose<br>
     106&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>solve&#160;<a href="ckbs_bidiag_solve_t.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     107blkbidiag<b>_</b>mul&#160;<a href="ckbs_blkbidiag_mul.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     108&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;<a href="ckbs_blkbidiag_mul_t.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Transpose&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     109&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkbidiag_mul_ok.m.htm" target="_top">blkbidiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     110blkbidiag<b>_</b>mul<b>_</b>t<br>
     111&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkbidiag_mul_t_ok.m.htm" target="_top">blkbidiag_mul_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     112blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="ckbs_blkbidiag_symm_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Symmetric&nbsp;Multiply</a><br>
     113&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkbidiag_symm_mul_ok.m.htm" target="_top">blkbidiag_symm_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    94114blkdiag<b>_</b>mul&#160;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector&nbsp;or&nbsp;Matrix</a><br>
    95115&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkdiag_mul_ok.m.htm" target="_top">blkdiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    100120&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blktridiag_mul_ok.m.htm" target="_top">blktridiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    101121block<br>
     122&#160;&#160;&#160;&#160;&#160;bidiagonal<b>&nbsp;</b>symmetric<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkbidiag_symm_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Symmetric&nbsp;Multiply</a><br>
    102123&#160;&#160;&#160;&#160;&#160;diagonal<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkdiag_mul_t.htm" target="_top">Transpose&nbsp;of&nbsp;Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector<br>
    103124or&nbsp;Matrix</a><br>
    104125&#160;&#160;&#160;&#160;&#160;diagonal<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector&nbsp;or&nbsp;Matrix</a><br>
     126&#160;&#160;&#160;&#160;&#160;lower<b>&nbsp;</b>bidiagonal<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkbidiag_mul.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     127&#160;&#160;&#160;&#160;&#160;lower<b>&nbsp;</b>bidiagonal<b>&nbsp;</b>transpose<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkbidiag_mul_t.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Transpose&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    105128&#160;&#160;&#160;&#160;&#160;tridiagonal<b>&nbsp;</b>multiply&#160;<a href="ckbs_blktridiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Tridiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    106129box<br>
     
    109132<b><big><a name="C">C</a></big></b>
    110133<br>
     134cg<br>
     135&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>tridiagonal<b>&nbsp;</b>solve&#160;<a href="ckbs_tridiag_solve_pcg.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Conjugate&nbsp;Gradient&nbsp;version)</a><br>
    111136ckbs<b>_</b>affine&#160;<a href="ckbs_affine.htm" target="_top">Constrained&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
    112137&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     138ckbs<b>_</b>affine<b>_</b>singular&#160;<a href="ckbs_affine_singular.htm" target="_top">Singular&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
     139&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     140ckbs<b>_</b>bidiag<b>_</b>solve&#160;<a href="ckbs_bidiag_solve.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     141&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="bidiag_solve_ok.m.htm" target="_top">ckbs_bidiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     142ckbs<b>_</b>bidiag<b>_</b>solve<b>_</b>t&#160;<a href="ckbs_bidiag_solve_t.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     143&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="bidiag_solve_t_ok.m.htm" target="_top">ckbs_bidiag_solve_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     144ckbs<b>_</b>blkbidiag<b>_</b>mul&#160;<a href="ckbs_blkbidiag_mul.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     145&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;<a href="ckbs_blkbidiag_mul_t.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Transpose&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     146&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkbidiag_mul_ok.m.htm" target="_top">blkbidiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     147ckbs<b>_</b>blkbidiag<b>_</b>mul<b>_</b>t<br>
     148&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkbidiag_mul_t_ok.m.htm" target="_top">blkbidiag_mul_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     149ckbs<b>_</b>blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="ckbs_blkbidiag_symm_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Symmetric&nbsp;Multiply</a><br>
     150&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkbidiag_symm_mul_ok.m.htm" target="_top">blkbidiag_symm_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    113151ckbs<b>_</b>blkdiag<b>_</b>mul&#160;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector&nbsp;or&nbsp;Matrix</a><br>
    114152&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blkdiag_mul_ok.m.htm" target="_top">blkdiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    118156ckbs<b>_</b>blktridiag<b>_</b>mul&#160;<a href="ckbs_blktridiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Tridiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    119157&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="blktridiag_mul_ok.m.htm" target="_top">blktridiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     158ckbs<b>_</b>diag<b>_</b>solve&#160;<a href="ckbs_diag_solve.htm" target="_top">Block&nbsp;Diagonal&nbsp;Algorithm</a><br>
     159&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="diag_solve_ok.m.htm" target="_top">ckbs_diag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    120160ckbs<b>_</b>kuhn<b>_</b>tucker&#160;<a href="ckbs_kuhn_tucker.htm" target="_top">Compute&nbsp;Residual&nbsp;in&nbsp;Kuhn-Tucker&nbsp;Conditions</a><br>
    121161&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="kuhn_tucker_ok.m.htm" target="_top">ckbs_kuhn_tucker&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    157197ckbs<b>_</b>sumsq<b>_</b>obj&#160;<a href="ckbs_sumsq_obj.htm" target="_top">Affine&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
    158198&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="sumsq_obj_ok.m.htm" target="_top">ckbs_sumsq_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     199ckbs<b>_</b>t<b>_</b>general&#160;<a href="ckbs_t_general.htm" target="_top">The&nbsp;General&nbsp;Student's&nbsp;t&nbsp;Smoother</a><br>
     200&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     201&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     202ckbs<b>_</b>t<b>_</b>grad&#160;<a href="ckbs_t_grad.htm" target="_top">Student's&nbsp;t&nbsp;Gradient</a><br>
     203&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_grad_ok.m.htm" target="_top">ckbs_t_grad&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     204ckbs<b>_</b>t<b>_</b>hess&#160;<a href="ckbs_t_hess.htm" target="_top">Student's&nbsp;t&nbsp;Hessian</a><br>
     205&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_hess_ok.m.htm" target="_top">ckbs_t_hess&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     206ckbs<b>_</b>t<b>_</b>obj&#160;<a href="ckbs_t_obj.htm" target="_top">Student's&nbsp;t&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
     207&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_obj_ok.m.htm" target="_top">ckbs_t_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    159208ckbs<b>_</b>tridiag<b>_</b>solve&#160;<a href="ckbs_tridiag_solve.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm</a><br>
    160209&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="tridiag_solve_ok.m.htm" target="_top">ckbs_tridiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    161210ckbs<b>_</b>tridiag<b>_</b>solve<b>_</b>b&#160;<a href="ckbs_tridiag_solve_b.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Backward&nbsp;version)</a><br>
    162211&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="tridiag_solve_b_ok.m.htm" target="_top">ckbs_tridiag_solve_b&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     212ckbs<b>_</b>tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="ckbs_tridiag_solve_pcg.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Conjugate&nbsp;Gradient&nbsp;version)</a><br>
     213&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="tridiag_solve_pcg_ok.m.htm" target="_top">ckbs_tridiag_solve_pcg&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    163214constrained<br>
    164215&#160;&#160;&#160;&#160;&#160;affine<b>&nbsp;</b>smoother&#160;<a href="ckbs_affine.htm" target="_top">Constrained&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
     
    173224<b><big><a name="D">D</a></big></b>
    174225<br>
     226diag<b>_</b>solve&#160;<a href="ckbs_diag_solve.htm" target="_top">Block&nbsp;Diagonal&nbsp;Algorithm</a><br>
     227&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="diag_solve_ok.m.htm" target="_top">ckbs_diag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    175228diagonal<br>
    176229&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkdiag_mul_t.htm" target="_top">Transpose&nbsp;of&nbsp;Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector<br>
    177230or&nbsp;Matrix</a><br>
    178231&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector&nbsp;or&nbsp;Matrix</a><br>
     232&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>solve&#160;<a href="ckbs_diag_solve.htm" target="_top">Block&nbsp;Diagonal&nbsp;Algorithm</a><br>
    179233direct<br>
    180234&#160;&#160;&#160;&#160;&#160;measure&#160;<a href="direct_h.m.htm" target="_top">ckbs_nonlinear:&nbsp;Example&nbsp;Direct&nbsp;Measurement&nbsp;Model</a><br>
     
    190244example<br>
    191245&#160;&#160;&#160;&#160;&#160;affine&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     246&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve&#160;<a href="bidiag_solve_ok.m.htm" target="_top">ckbs_bidiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     247&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve<b>_</b>t&#160;<a href="bidiag_solve_t_ok.m.htm" target="_top">ckbs_bidiag_solve_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     248&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul&#160;<a href="blkbidiag_mul_ok.m.htm" target="_top">blkbidiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     249&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul<b>_</b>t&#160;<a href="blkbidiag_mul_t_ok.m.htm" target="_top">blkbidiag_mul_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     250&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="blkbidiag_symm_mul_ok.m.htm" target="_top">blkbidiag_symm_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    192251&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul&#160;<a href="blkdiag_mul_ok.m.htm" target="_top">blkdiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
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    194253&#160;&#160;&#160;&#160;&#160;blktridiag<b>_</b>mul&#160;<a href="blktridiag_mul_ok.m.htm" target="_top">blktridiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
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     255&#160;&#160;&#160;&#160;&#160;diag<b>_</b>solve&#160;<a href="diag_solve_ok.m.htm" target="_top">ckbs_diag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
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    197257&#160;&#160;&#160;&#160;&#160;kuhn<b>_</b>tucker&#160;<a href="kuhn_tucker_ok.m.htm" target="_top">ckbs_kuhn_tucker&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    207267Robust&nbsp;Nonlinear&nbsp;Transition&nbsp;Model&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    208268&#160;&#160;&#160;&#160;&#160;robust<b>&nbsp;</b>smoother<b>&nbsp;</b>spline&#160;<a href="l1_affine_ok.m.htm" target="_top">ckbs_L1_affine&nbsp;Robust&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     269&#160;&#160;&#160;&#160;&#160;singular<b>&nbsp;</b>affine&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     270&#160;&#160;&#160;&#160;&#160;singular<b>&nbsp;</b>smoother<b>&nbsp;</b>spline&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    209271&#160;&#160;&#160;&#160;&#160;smoother<b>&nbsp;</b>spline&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     272&#160;&#160;&#160;&#160;&#160;smoothing<b>&nbsp;</b>and<b>&nbsp;</b>jump<b>&nbsp;</b>tracking&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     273&#160;&#160;&#160;&#160;&#160;smoothing<b>&nbsp;</b>and<b>&nbsp;</b>jump<b>&nbsp;</b>tracking&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    210274&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>grad&#160;<a href="sumsq_grad_ok.m.htm" target="_top">ckbs_sumsq_grad&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    211275&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>hes&#160;<a href="sumsq_hes_ok.m.htm" target="_top">ckbs_sumsq_hes&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    212276&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>obj&#160;<a href="sumsq_obj_ok.m.htm" target="_top">ckbs_sumsq_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     277&#160;&#160;&#160;&#160;&#160;t<b>_</b>general&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     278&#160;&#160;&#160;&#160;&#160;t<b>_</b>general&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     279&#160;&#160;&#160;&#160;&#160;t<b>_</b>grad&#160;<a href="t_grad_ok.m.htm" target="_top">ckbs_t_grad&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     280&#160;&#160;&#160;&#160;&#160;t<b>_</b>hess&#160;<a href="t_hess_ok.m.htm" target="_top">ckbs_t_hess&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     281&#160;&#160;&#160;&#160;&#160;t<b>_</b>obj&#160;<a href="t_obj_ok.m.htm" target="_top">ckbs_t_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    213282&#160;&#160;&#160;&#160;&#160;transition<b>&nbsp;</b>nonlinear&#160;<a href="l1_nonlinear_ok.m.htm" target="_top">ckbs_L1_nonlinear:<br>
    214283Robust&nbsp;Nonlinear&nbsp;Transition&nbsp;Model&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    217286&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve&#160;<a href="tridiag_solve_ok.m.htm" target="_top">ckbs_tridiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    218287&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>b&#160;<a href="tridiag_solve_b_ok.m.htm" target="_top">ckbs_tridiag_solve_b&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     288&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="tridiag_solve_pcg_ok.m.htm" target="_top">ckbs_tridiag_solve_pcg&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    219289&#160;&#160;&#160;&#160;&#160;unconstrained&#160;<a href="vanderpol_ok.m.htm" target="_top">ckbs_nonlinear:<br>
    220290Unconstrained&nbsp;Nonlinear&nbsp;Transition&nbsp;Model&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    229299&#160;&#160;&#160;&#160;&#160;of<b>&nbsp;</b>objective&#160;<a href="ckbs_sumsq_grad.htm" target="_top">Affine&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Gradient</a><br>
    230300&#160;&#160;&#160;&#160;&#160;of<b>&nbsp;</b>process<b>&nbsp;</b>objective&#160;<a href="ckbs_process_grad.htm" target="_top">Affine&nbsp;Residual&nbsp;Process&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Gradient</a><br>
     301&#160;&#160;&#160;&#160;&#160;of<b>&nbsp;</b>Student<b>'</b>s<b>&nbsp;</b>t<b>&nbsp;</b>objective&#160;<a href="ckbs_t_grad.htm" target="_top">Student's&nbsp;t&nbsp;Gradient</a><br>
    231302
    232303<b><big><a name="H">H</a></big></b>
     
    235306&#160;&#160;&#160;&#160;&#160;of<b>&nbsp;</b>objective&#160;<a href="ckbs_sumsq_hes.htm" target="_top">Affine&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Hessian</a><br>
    236307&#160;&#160;&#160;&#160;&#160;of<b>&nbsp;</b>process<b>&nbsp;</b>objective&#160;<a href="ckbs_process_hes.htm" target="_top">Affine&nbsp;Process&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Hessian</a><br>
     308hessian<br>
     309&#160;&#160;&#160;&#160;&#160;of<b>&nbsp;</b>Student<b>'</b>s<b>&nbsp;</b>t<b>&nbsp;</b>objective&#160;<a href="ckbs_t_hess.htm" target="_top">Student's&nbsp;t&nbsp;Hessian</a><br>
    237310
    238311<b><big><a name="K">K</a></big></b>
     
    241314&#160;&#160;&#160;&#160;&#160;constrained<b>&nbsp;</b>smoother&#160;<a href="ckbs_nonlinear.htm" target="_top">The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</a><br>
    242315&#160;&#160;&#160;&#160;&#160;robust<b>&nbsp;</b>L1<b>&nbsp;</b>smoother&#160;<a href="ckbs_l1_nonlinear.htm" target="_top">The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</a><br>
     316&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&nbsp;</b>t<b>&nbsp;</b>smoother&#160;<a href="ckbs_t_general.htm" target="_top">The&nbsp;General&nbsp;Student's&nbsp;t&nbsp;Smoother</a><br>
    243317Kuhn<b>-</b>Tucker<br>
    244318&#160;&#160;&#160;&#160;&#160;residual&#160;<a href="ckbs_kuhn_tucker.htm" target="_top">Compute&nbsp;Residual&nbsp;in&nbsp;Kuhn-Tucker&nbsp;Conditions</a><br>
     
    256330least<b>&nbsp;</b>squares<b>&nbsp;</b>with<b>&nbsp;</b>robust<b>&nbsp;</b>L1<b>&nbsp;</b>norm<br>
    257331&#160;&#160;&#160;&#160;&#160;objective&#160;<a href="ckbs_l2l1_obj.htm" target="_top">Affine&nbsp;Least&nbsp;Squares&nbsp;with&nbsp;Robust&nbsp;L1&nbsp;Objective</a><br>
     332lower<b>&nbsp;</b>bidiagonal<br>
     333&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkbidiag_mul.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     334&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>transpose<b>&nbsp;</b>multiply&#160;<a href="ckbs_blkbidiag_mul_t.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Transpose&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    258335
    259336<b><big><a name="M">M</a></big></b>
     
    266343or&nbsp;Matrix</a><br>
    267344&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>diagonal&#160;<a href="ckbs_blkdiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Diagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector&nbsp;or&nbsp;Matrix</a><br>
     345&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>lower<b>&nbsp;</b>bidiagonal&#160;<a href="ckbs_blkbidiag_mul.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
     346&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>lower<b>&nbsp;</b>bidiagonal<b>&nbsp;</b>transpose&#160;<a href="ckbs_blkbidiag_mul_t.htm" target="_top">Packed&nbsp;Lower&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Transpose&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    268347&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>tridiagonal&#160;<a href="ckbs_blktridiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Tridiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    269348
     
    288367&#160;&#160;&#160;&#160;&#160;process<b>&nbsp;</b>Hessian&#160;<a href="ckbs_process_hes.htm" target="_top">Affine&nbsp;Process&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Hessian</a><br>
    289368&#160;&#160;&#160;&#160;&#160;residual<b>&nbsp;</b>sum<b>&nbsp;</b>of<b>&nbsp;</b>squares&#160;<a href="ckbs_sumsq_obj.htm" target="_top">Affine&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
     369&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&nbsp;</b>t&#160;<a href="ckbs_t_obj.htm" target="_top">Student's&nbsp;t&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
    290370oscillator<br>
    291371&#160;&#160;&#160;&#160;&#160;vanderpol<b>&nbsp;</b>no<b>&nbsp;</b>noise&#160;<a href="vanderpol_sim.htm" target="_top">Van&nbsp;der&nbsp;Pol&nbsp;Oscillator&nbsp;Simulation&nbsp;(No&nbsp;Noise)</a><br>
     
    336416<b><big><a name="S">S</a></big></b>
    337417<br>
     418Student<b>'</b>s<b>&nbsp;</b>t<br>
     419&#160;&#160;&#160;&#160;&#160;Kalman<b>-</b>Bucy<b>&nbsp;</b>Smoother&#160;<a href="ckbs_t_general.htm" target="_top">The&nbsp;General&nbsp;Student's&nbsp;t&nbsp;Smoother</a><br>
     420&#160;&#160;&#160;&#160;&#160;objective&#160;<a href="ckbs_t_obj.htm" target="_top">Student's&nbsp;t&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
     421Student<b>'</b>s<b>&nbsp;</b>t<b>&nbsp;</b>residual<br>
     422&#160;&#160;&#160;&#160;&#160;gradient&#160;<a href="ckbs_t_grad.htm" target="_top">Student's&nbsp;t&nbsp;Gradient</a><br>
     423Students<b>&nbsp;</b>t<b>&nbsp;</b>objective<br>
     424&#160;&#160;&#160;&#160;&#160;gradient&#160;<a href="ckbs_t_grad.htm" target="_top">Student's&nbsp;t&nbsp;Gradient</a><br>
     425&#160;&#160;&#160;&#160;&#160;hessian&#160;<a href="ckbs_t_hess.htm" target="_top">Student's&nbsp;t&nbsp;Hessian</a><br>
    338426simple<br>
    339427&#160;&#160;&#160;&#160;&#160;ckbs<b>_</b>nonlinear&#160;<a href="get_started_ok.m.htm" target="_top">ckbs_nonlinear:&nbsp;A&nbsp;Simple&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    340428sine<b>&nbsp;</b>wave<br>
    341429&#160;&#160;&#160;&#160;&#160;constraint&#160;<a href="sine_f.m.htm" target="_top">ckbs_nonlinear:&nbsp;Example&nbsp;of&nbsp;Nonlinear&nbsp;Constraint</a><br>
     430singular<br>
     431&#160;&#160;&#160;&#160;&#160;affine<b>&nbsp;</b>smoother&#160;<a href="ckbs_affine_singular.htm" target="_top">Singular&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
     432singular<b>&nbsp;</b>affine<br>
     433&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     434singular<b>&nbsp;</b>smoothing<br>
     435&#160;&#160;&#160;&#160;&#160;spline<b>&nbsp;</b>example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    342436smoother<br>
    343437&#160;&#160;&#160;&#160;&#160;affine<b>&nbsp;</b>constrained&#160;<a href="ckbs_affine.htm" target="_top">Constrained&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
    344438&#160;&#160;&#160;&#160;&#160;affine<b>&nbsp;</b>robust&#160;<a href="ckbs_l1_affine.htm" target="_top">Robust&nbsp;L1&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
     439&#160;&#160;&#160;&#160;&#160;affine<b>&nbsp;</b>singular&#160;<a href="ckbs_affine_singular.htm" target="_top">Singular&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</a><br>
    345440&#160;&#160;&#160;&#160;&#160;constrained<b>&nbsp;</b>Kalman<b>-</b>Bucy&#160;<a href="ckbs_nonlinear.htm" target="_top">The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</a><br>
    346441&#160;&#160;&#160;&#160;&#160;robust<b>&nbsp;</b>L1<b>&nbsp;</b>Kalman&#160;<a href="ckbs_l1_nonlinear.htm" target="_top">The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</a><br>
     442&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&nbsp;</b>t&#160;<a href="ckbs_t_general.htm" target="_top">The&nbsp;General&nbsp;Student's&nbsp;t&nbsp;Smoother</a><br>
    347443smoothing<br>
     444&#160;&#160;&#160;&#160;&#160;jump<b>&nbsp;</b>tracking<b>&nbsp;</b>example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     445&#160;&#160;&#160;&#160;&#160;jump<b>&nbsp;</b>tracking<b>&nbsp;</b>example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    348446&#160;&#160;&#160;&#160;&#160;spline<b>&nbsp;</b>example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    349447solve<br>
    350448&#160;&#160;&#160;&#160;&#160;backward<b>&nbsp;</b>block<b>&nbsp;</b>tridiagonal&#160;<a href="ckbs_tridiag_solve_b.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Backward&nbsp;version)</a><br>
     449&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>bidiagonal&#160;<a href="ckbs_bidiag_solve.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     450&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>bidiagonal<b>&nbsp;</b>transpose&#160;<a href="ckbs_bidiag_solve_t.htm" target="_top">Block&nbsp;Bidiagonal&nbsp;Algorithm</a><br>
     451&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>diagonal&#160;<a href="ckbs_diag_solve.htm" target="_top">Block&nbsp;Diagonal&nbsp;Algorithm</a><br>
    351452&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>tridiagonal&#160;<a href="ckbs_tridiag_solve.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm</a><br>
     453&#160;&#160;&#160;&#160;&#160;cg<b>&nbsp;</b>block<b>&nbsp;</b>tridiagonal&#160;<a href="ckbs_tridiag_solve_pcg.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Conjugate&nbsp;Gradient&nbsp;version)</a><br>
    352454step<br>
    353455&#160;&#160;&#160;&#160;&#160;Newton&#160;<a href="ckbs_newton_step_l1.htm" target="_top">Affine&nbsp;Robust&nbsp;L1&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother&nbsp;Newton&nbsp;Step</a><br>
     
    365467sumsq<b>_</b>obj&#160;<a href="ckbs_sumsq_obj.htm" target="_top">Affine&nbsp;Residual&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
    366468&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="sumsq_obj_ok.m.htm" target="_top">ckbs_sumsq_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     469symmetric<b>&nbsp;</b>multiply<br>
     470&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>bidiagonal&#160;<a href="ckbs_blkbidiag_symm_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Bidiagonal&nbsp;Matrix&nbsp;Symmetric&nbsp;Multiply</a><br>
    367471
    368472<b><big><a name="T">T</a></big></b>
     
    371475&#160;&#160;&#160;&#160;&#160;Kuhn<b>&nbsp;</b>residual&#160;<a href="ckbs_kuhn_tucker.htm" target="_top">Compute&nbsp;Residual&nbsp;in&nbsp;Kuhn-Tucker&nbsp;Conditions</a><br>
    372476&#160;&#160;&#160;&#160;&#160;Kuhn<b>&nbsp;</b>residual<b>&nbsp;</b>for<b>&nbsp;</b>L1&#160;<a href="ckbs_kuhn_tucker_l1.htm" target="_top">Compute&nbsp;Residual&nbsp;in&nbsp;Kuhn-Tucker&nbsp;Conditions&nbsp;for&nbsp;Robust&nbsp;L1</a><br>
     477t<b>_</b>general<br>
     478&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     479&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     480t<b>_</b>grad&#160;<a href="ckbs_t_grad.htm" target="_top">Student's&nbsp;t&nbsp;Gradient</a><br>
     481&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_grad_ok.m.htm" target="_top">ckbs_t_grad&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     482t<b>_</b>hess&#160;<a href="ckbs_t_hess.htm" target="_top">Student's&nbsp;t&nbsp;Hessian</a><br>
     483&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_hess_ok.m.htm" target="_top">ckbs_t_hess&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     484t<b>_</b>obj&#160;<a href="ckbs_t_obj.htm" target="_top">Student's&nbsp;t&nbsp;Sum&nbsp;of&nbsp;Squares&nbsp;Objective</a><br>
     485&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="t_obj_ok.m.htm" target="_top">ckbs_t_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    373486test<br>
    374487&#160;&#160;&#160;&#160;&#160;affine&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     488&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve&#160;<a href="bidiag_solve_ok.m.htm" target="_top">ckbs_bidiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     489&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve<b>_</b>t&#160;<a href="bidiag_solve_t_ok.m.htm" target="_top">ckbs_bidiag_solve_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     490&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul&#160;<a href="blkbidiag_mul_ok.m.htm" target="_top">blkbidiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     491&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul<b>_</b>t&#160;<a href="blkbidiag_mul_t_ok.m.htm" target="_top">blkbidiag_mul_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     492&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="blkbidiag_symm_mul_ok.m.htm" target="_top">blkbidiag_symm_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    375493&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul&#160;<a href="blkdiag_mul_ok.m.htm" target="_top">blkdiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    376494&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul<b>_</b>t<b>%</b>&#160;<a href="blkdiag_mul_t_ok.m.htm" target="_top">blkdiag_mul_t&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    377495&#160;&#160;&#160;&#160;&#160;blktridiag<b>_</b>mul&#160;<a href="blktridiag_mul_ok.m.htm" target="_top">blktridiag_mul&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    378496&#160;&#160;&#160;&#160;&#160;ckbs<b>_</b>nonlinear&#160;<a href="get_started_ok.m.htm" target="_top">ckbs_nonlinear:&nbsp;A&nbsp;Simple&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     497&#160;&#160;&#160;&#160;&#160;diag<b>_</b>solve&#160;<a href="diag_solve_ok.m.htm" target="_top">ckbs_diag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    379498&#160;&#160;&#160;&#160;&#160;get<b>_</b>started&#160;<a href="get_started_ok.m.htm" target="_top">ckbs_nonlinear:&nbsp;A&nbsp;Simple&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    380499&#160;&#160;&#160;&#160;&#160;kuhn<b>_</b>tucker&#160;<a href="kuhn_tucker_ok.m.htm" target="_top">ckbs_kuhn_tucker&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    394513&#160;&#160;&#160;&#160;&#160;robust<b>&nbsp;</b>smoothing<b>&nbsp;</b>spline&#160;<a href="l1_affine_ok.m.htm" target="_top">ckbs_L1_affine&nbsp;Robust&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    395514&#160;&#160;&#160;&#160;&#160;run<b>&nbsp;</b>all&#160;<a href="all_ok.m.htm" target="_top">Run&nbsp;All&nbsp;Correctness&nbsp;Tests</a><br>
     515&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&nbsp;</b>t&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     516&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&nbsp;</b>t&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     517&#160;&#160;&#160;&#160;&#160;singular<b>&nbsp;</b>affine&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     518&#160;&#160;&#160;&#160;&#160;singular<b>&nbsp;</b>smoothing<b>&nbsp;</b>spline&#160;<a href="affine_singular_ok.m.htm" target="_top">ckbs_affine_singular&nbsp;Singular&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    396519&#160;&#160;&#160;&#160;&#160;smoothing<b>&nbsp;</b>spline&#160;<a href="affine_ok_box.m.htm" target="_top">ckbs_affine&nbsp;Box&nbsp;Constrained&nbsp;Smoothing&nbsp;Spline&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     520&#160;&#160;&#160;&#160;&#160;smoothing<b>&nbsp;</b>spline<b>&nbsp;</b>with<b>&nbsp;</b>jump&#160;<a href="t_general_noisy_jump.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     521&#160;&#160;&#160;&#160;&#160;smoothing<b>&nbsp;</b>spline<b>&nbsp;</b>with<b>&nbsp;</b>jump&#160;<a href="t_general_ok.m.htm" target="_top">ckbs_t_general&nbsp;Jump&nbsp;Tracking&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    397522&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>grad&#160;<a href="sumsq_grad_ok.m.htm" target="_top">ckbs_sumsq_grad&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    398523&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>hes&#160;<a href="sumsq_hes_ok.m.htm" target="_top">ckbs_sumsq_hes&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    399524&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>obj&#160;<a href="sumsq_obj_ok.m.htm" target="_top">ckbs_sumsq_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     525&#160;&#160;&#160;&#160;&#160;t<b>_</b>grad&#160;<a href="t_grad_ok.m.htm" target="_top">ckbs_t_grad&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     526&#160;&#160;&#160;&#160;&#160;t<b>_</b>hess&#160;<a href="t_hess_ok.m.htm" target="_top">ckbs_t_hess&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     527&#160;&#160;&#160;&#160;&#160;t<b>_</b>obj&#160;<a href="t_obj_ok.m.htm" target="_top">ckbs_t_obj&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    400528&#160;&#160;&#160;&#160;&#160;transition<b>&nbsp;</b>nonlinear&#160;<a href="l1_nonlinear_ok.m.htm" target="_top">ckbs_L1_nonlinear:<br>
    401529Robust&nbsp;Nonlinear&nbsp;Transition&nbsp;Model&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    404532&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve&#160;<a href="tridiag_solve_ok.m.htm" target="_top">ckbs_tridiag_solve&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    405533&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>b&#160;<a href="tridiag_solve_b_ok.m.htm" target="_top">ckbs_tridiag_solve_b&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     534&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="tridiag_solve_pcg_ok.m.htm" target="_top">ckbs_tridiag_solve_pcg&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    406535&#160;&#160;&#160;&#160;&#160;unconstrained&#160;<a href="vanderpol_ok.m.htm" target="_top">ckbs_nonlinear:<br>
    407536Unconstrained&nbsp;Nonlinear&nbsp;Transition&nbsp;Model&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     
    418547tridiag<b>_</b>solve<b>_</b>b<br>
    419548&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="tridiag_solve_b_ok.m.htm" target="_top">ckbs_tridiag_solve_b&nbsp;Example&nbsp;and&nbsp;Test</a><br>
     549tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="ckbs_tridiag_solve_pcg.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Conjugate&nbsp;Gradient&nbsp;version)</a><br>
     550&#160;&#160;&#160;&#160;&#160;example<b>&nbsp;</b>and<b>&nbsp;</b>test&#160;<a href="tridiag_solve_pcg_ok.m.htm" target="_top">ckbs_tridiag_solve_pcg&nbsp;Example&nbsp;and&nbsp;Test</a><br>
    420551tridiagonal<br>
    421552&#160;&#160;&#160;&#160;&#160;backward<b>&nbsp;</b>block<b>&nbsp;</b>solve&#160;<a href="ckbs_tridiag_solve_b.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Backward&nbsp;version)</a><br>
    422553&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>multiply&#160;<a href="ckbs_blktridiag_mul.htm" target="_top">Packed&nbsp;Block&nbsp;Tridiagonal&nbsp;Matrix&nbsp;Times&nbsp;a&nbsp;Vector</a><br>
    423554&#160;&#160;&#160;&#160;&#160;block<b>&nbsp;</b>solve&#160;<a href="ckbs_tridiag_solve.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm</a><br>
     555&#160;&#160;&#160;&#160;&#160;pcg<b>&nbsp;</b>block<b>&nbsp;</b>solve&#160;<a href="ckbs_tridiag_solve_pcg.htm" target="_top">Symmetric&nbsp;Block&nbsp;Tridiagonal&nbsp;Algorithm&nbsp;(Conjugate&nbsp;Gradient&nbsp;version)</a><br>
    424556
    425557<b><big><a name="U">U</a></big></b>
  • html/ckbs/_index.xml

    r505 r730  
    11<?xml version='1.0'?>
    2 <?xml-stylesheet type='text/xsl' href='pmathml.xsl'?>
    3 <html xmlns='http://www.w3.org/1999/xhtml'>
     2<html xmlns='http://www.w3.org/1999/xhtml'
     3      xmlns:math='http://www.w3.org/1998/Math/MathML'
     4>
    45<head>
    56<title>Keyword Index</title>
     
    4344<option>ckbs-&gt;</option>
    4445<option>license</option>
     46<option>ckbs_t_general</option>
    4547<option>ckbs_nonlinear</option>
    4648<option>ckbs_L1_nonlinear</option>
    4749<option>ckbs_affine</option>
     50<option>ckbs_affine_singular</option>
    4851<option>ckbs_L1_affine</option>
    4952<option>utility</option>
     
    8790&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    8891&#160;&#160;&#160;&#160;&#160;robust<b>&#xA0;</b>smoother&#160;<a href="ckbs_l1_affine.xml" target="_top">Robust&#xA0;L1&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
     92&#160;&#160;&#160;&#160;&#160;singular<b>&#xA0;</b>smoother&#160;<a href="ckbs_affine_singular.xml" target="_top">Singular&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
    8993all<b>_</b>ok&#160;<a href="all_ok.m.xml" target="_top">Run&#xA0;All&#xA0;Correctness&#xA0;Tests</a><br/>
    9094
     
    9599backward<br/>
    96100&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>tridiagonal<b>&#xA0;</b>solve&#160;<a href="ckbs_tridiag_solve_b.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Backward&#xA0;version)</a><br/>
     101bidiag<b>_</b>solve&#160;<a href="ckbs_bidiag_solve.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     102&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="bidiag_solve_ok.m.xml" target="_top">ckbs_bidiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     103bidiag<b>_</b>solve<b>_</b>t&#160;<a href="ckbs_bidiag_solve_t.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     104&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="bidiag_solve_t_ok.m.xml" target="_top">ckbs_bidiag_solve_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     105bidiagonal<br/>
     106&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>solve&#160;<a href="ckbs_bidiag_solve.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     107bidiagonal<b>&#xA0;</b>symmetric<br/>
     108&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkbidiag_symm_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Symmetric&#xA0;Multiply</a><br/>
     109bidiagonal<b>&#xA0;</b>transpose<br/>
     110&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>solve&#160;<a href="ckbs_bidiag_solve_t.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     111blkbidiag<b>_</b>mul&#160;<a href="ckbs_blkbidiag_mul.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     112&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;<a href="ckbs_blkbidiag_mul_t.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Transpose&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     113&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkbidiag_mul_ok.m.xml" target="_top">blkbidiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     114blkbidiag<b>_</b>mul<b>_</b>t<br/>
     115&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkbidiag_mul_t_ok.m.xml" target="_top">blkbidiag_mul_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     116blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="ckbs_blkbidiag_symm_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Symmetric&#xA0;Multiply</a><br/>
     117&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkbidiag_symm_mul_ok.m.xml" target="_top">blkbidiag_symm_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    97118blkdiag<b>_</b>mul&#160;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector&#xA0;or&#xA0;Matrix</a><br/>
    98119&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkdiag_mul_ok.m.xml" target="_top">blkdiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    103124&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blktridiag_mul_ok.m.xml" target="_top">blktridiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    104125block<br/>
     126&#160;&#160;&#160;&#160;&#160;bidiagonal<b>&#xA0;</b>symmetric<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkbidiag_symm_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Symmetric&#xA0;Multiply</a><br/>
    105127&#160;&#160;&#160;&#160;&#160;diagonal<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkdiag_mul_t.xml" target="_top">Transpose&#xA0;of&#xA0;Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector<br/>
    106128or&#xA0;Matrix</a><br/>
    107129&#160;&#160;&#160;&#160;&#160;diagonal<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector&#xA0;or&#xA0;Matrix</a><br/>
     130&#160;&#160;&#160;&#160;&#160;lower<b>&#xA0;</b>bidiagonal<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkbidiag_mul.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     131&#160;&#160;&#160;&#160;&#160;lower<b>&#xA0;</b>bidiagonal<b>&#xA0;</b>transpose<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkbidiag_mul_t.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Transpose&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    108132&#160;&#160;&#160;&#160;&#160;tridiagonal<b>&#xA0;</b>multiply&#160;<a href="ckbs_blktridiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Tridiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    109133box<br/>
     
    112136<b><big><a name="C">C</a></big></b>
    113137<br/>
     138cg<br/>
     139&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>tridiagonal<b>&#xA0;</b>solve&#160;<a href="ckbs_tridiag_solve_pcg.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Conjugate&#xA0;Gradient&#xA0;version)</a><br/>
    114140ckbs<b>_</b>affine&#160;<a href="ckbs_affine.xml" target="_top">Constrained&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
    115141&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     142ckbs<b>_</b>affine<b>_</b>singular&#160;<a href="ckbs_affine_singular.xml" target="_top">Singular&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
     143&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     144ckbs<b>_</b>bidiag<b>_</b>solve&#160;<a href="ckbs_bidiag_solve.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     145&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="bidiag_solve_ok.m.xml" target="_top">ckbs_bidiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     146ckbs<b>_</b>bidiag<b>_</b>solve<b>_</b>t&#160;<a href="ckbs_bidiag_solve_t.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     147&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="bidiag_solve_t_ok.m.xml" target="_top">ckbs_bidiag_solve_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     148ckbs<b>_</b>blkbidiag<b>_</b>mul&#160;<a href="ckbs_blkbidiag_mul.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     149&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;<a href="ckbs_blkbidiag_mul_t.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Transpose&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     150&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkbidiag_mul_ok.m.xml" target="_top">blkbidiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     151ckbs<b>_</b>blkbidiag<b>_</b>mul<b>_</b>t<br/>
     152&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkbidiag_mul_t_ok.m.xml" target="_top">blkbidiag_mul_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     153ckbs<b>_</b>blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="ckbs_blkbidiag_symm_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Symmetric&#xA0;Multiply</a><br/>
     154&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkbidiag_symm_mul_ok.m.xml" target="_top">blkbidiag_symm_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    116155ckbs<b>_</b>blkdiag<b>_</b>mul&#160;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector&#xA0;or&#xA0;Matrix</a><br/>
    117156&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blkdiag_mul_ok.m.xml" target="_top">blkdiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    121160ckbs<b>_</b>blktridiag<b>_</b>mul&#160;<a href="ckbs_blktridiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Tridiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    122161&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="blktridiag_mul_ok.m.xml" target="_top">blktridiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     162ckbs<b>_</b>diag<b>_</b>solve&#160;<a href="ckbs_diag_solve.xml" target="_top">Block&#xA0;Diagonal&#xA0;Algorithm</a><br/>
     163&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="diag_solve_ok.m.xml" target="_top">ckbs_diag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    123164ckbs<b>_</b>kuhn<b>_</b>tucker&#160;<a href="ckbs_kuhn_tucker.xml" target="_top">Compute&#xA0;Residual&#xA0;in&#xA0;Kuhn-Tucker&#xA0;Conditions</a><br/>
    124165&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="kuhn_tucker_ok.m.xml" target="_top">ckbs_kuhn_tucker&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    160201ckbs<b>_</b>sumsq<b>_</b>obj&#160;<a href="ckbs_sumsq_obj.xml" target="_top">Affine&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
    161202&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="sumsq_obj_ok.m.xml" target="_top">ckbs_sumsq_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     203ckbs<b>_</b>t<b>_</b>general&#160;<a href="ckbs_t_general.xml" target="_top">The&#xA0;General&#xA0;Student's&#xA0;t&#xA0;Smoother</a><br/>
     204&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     205&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     206ckbs<b>_</b>t<b>_</b>grad&#160;<a href="ckbs_t_grad.xml" target="_top">Student's&#xA0;t&#xA0;Gradient</a><br/>
     207&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_grad_ok.m.xml" target="_top">ckbs_t_grad&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     208ckbs<b>_</b>t<b>_</b>hess&#160;<a href="ckbs_t_hess.xml" target="_top">Student's&#xA0;t&#xA0;Hessian</a><br/>
     209&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_hess_ok.m.xml" target="_top">ckbs_t_hess&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     210ckbs<b>_</b>t<b>_</b>obj&#160;<a href="ckbs_t_obj.xml" target="_top">Student's&#xA0;t&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
     211&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_obj_ok.m.xml" target="_top">ckbs_t_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    162212ckbs<b>_</b>tridiag<b>_</b>solve&#160;<a href="ckbs_tridiag_solve.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm</a><br/>
    163213&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="tridiag_solve_ok.m.xml" target="_top">ckbs_tridiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    164214ckbs<b>_</b>tridiag<b>_</b>solve<b>_</b>b&#160;<a href="ckbs_tridiag_solve_b.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Backward&#xA0;version)</a><br/>
    165215&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="tridiag_solve_b_ok.m.xml" target="_top">ckbs_tridiag_solve_b&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     216ckbs<b>_</b>tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="ckbs_tridiag_solve_pcg.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Conjugate&#xA0;Gradient&#xA0;version)</a><br/>
     217&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="tridiag_solve_pcg_ok.m.xml" target="_top">ckbs_tridiag_solve_pcg&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    166218constrained<br/>
    167219&#160;&#160;&#160;&#160;&#160;affine<b>&#xA0;</b>smoother&#160;<a href="ckbs_affine.xml" target="_top">Constrained&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
     
    176228<b><big><a name="D">D</a></big></b>
    177229<br/>
     230diag<b>_</b>solve&#160;<a href="ckbs_diag_solve.xml" target="_top">Block&#xA0;Diagonal&#xA0;Algorithm</a><br/>
     231&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="diag_solve_ok.m.xml" target="_top">ckbs_diag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    178232diagonal<br/>
    179233&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkdiag_mul_t.xml" target="_top">Transpose&#xA0;of&#xA0;Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector<br/>
    180234or&#xA0;Matrix</a><br/>
    181235&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector&#xA0;or&#xA0;Matrix</a><br/>
     236&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>solve&#160;<a href="ckbs_diag_solve.xml" target="_top">Block&#xA0;Diagonal&#xA0;Algorithm</a><br/>
    182237direct<br/>
    183238&#160;&#160;&#160;&#160;&#160;measure&#160;<a href="direct_h.m.xml" target="_top">ckbs_nonlinear:&#xA0;Example&#xA0;Direct&#xA0;Measurement&#xA0;Model</a><br/>
     
    193248example<br/>
    194249&#160;&#160;&#160;&#160;&#160;affine&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     250&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve&#160;<a href="bidiag_solve_ok.m.xml" target="_top">ckbs_bidiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     251&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve<b>_</b>t&#160;<a href="bidiag_solve_t_ok.m.xml" target="_top">ckbs_bidiag_solve_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     252&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul&#160;<a href="blkbidiag_mul_ok.m.xml" target="_top">blkbidiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     253&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul<b>_</b>t&#160;<a href="blkbidiag_mul_t_ok.m.xml" target="_top">blkbidiag_mul_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     254&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="blkbidiag_symm_mul_ok.m.xml" target="_top">blkbidiag_symm_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    195255&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul&#160;<a href="blkdiag_mul_ok.m.xml" target="_top">blkdiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    196256&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul<b>_</b>t&#160;<a href="blkdiag_mul_t_ok.m.xml" target="_top">blkdiag_mul_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    197257&#160;&#160;&#160;&#160;&#160;blktridiag<b>_</b>mul&#160;<a href="blktridiag_mul_ok.m.xml" target="_top">blktridiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    198258&#160;&#160;&#160;&#160;&#160;ckbs<b>_</b>nonlinear&#160;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear:&#xA0;A&#xA0;Simple&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     259&#160;&#160;&#160;&#160;&#160;diag<b>_</b>solve&#160;<a href="diag_solve_ok.m.xml" target="_top">ckbs_diag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    199260&#160;&#160;&#160;&#160;&#160;get<b>_</b>started&#160;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear:&#xA0;A&#xA0;Simple&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    200261&#160;&#160;&#160;&#160;&#160;kuhn<b>_</b>tucker&#160;<a href="kuhn_tucker_ok.m.xml" target="_top">ckbs_kuhn_tucker&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    210271Robust&#xA0;Nonlinear&#xA0;Transition&#xA0;Model&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    211272&#160;&#160;&#160;&#160;&#160;robust<b>&#xA0;</b>smoother<b>&#xA0;</b>spline&#160;<a href="l1_affine_ok.m.xml" target="_top">ckbs_L1_affine&#xA0;Robust&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     273&#160;&#160;&#160;&#160;&#160;singular<b>&#xA0;</b>affine&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     274&#160;&#160;&#160;&#160;&#160;singular<b>&#xA0;</b>smoother<b>&#xA0;</b>spline&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    212275&#160;&#160;&#160;&#160;&#160;smoother<b>&#xA0;</b>spline&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     276&#160;&#160;&#160;&#160;&#160;smoothing<b>&#xA0;</b>and<b>&#xA0;</b>jump<b>&#xA0;</b>tracking&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     277&#160;&#160;&#160;&#160;&#160;smoothing<b>&#xA0;</b>and<b>&#xA0;</b>jump<b>&#xA0;</b>tracking&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    213278&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>grad&#160;<a href="sumsq_grad_ok.m.xml" target="_top">ckbs_sumsq_grad&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    214279&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>hes&#160;<a href="sumsq_hes_ok.m.xml" target="_top">ckbs_sumsq_hes&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    215280&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>obj&#160;<a href="sumsq_obj_ok.m.xml" target="_top">ckbs_sumsq_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     281&#160;&#160;&#160;&#160;&#160;t<b>_</b>general&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     282&#160;&#160;&#160;&#160;&#160;t<b>_</b>general&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     283&#160;&#160;&#160;&#160;&#160;t<b>_</b>grad&#160;<a href="t_grad_ok.m.xml" target="_top">ckbs_t_grad&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     284&#160;&#160;&#160;&#160;&#160;t<b>_</b>hess&#160;<a href="t_hess_ok.m.xml" target="_top">ckbs_t_hess&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     285&#160;&#160;&#160;&#160;&#160;t<b>_</b>obj&#160;<a href="t_obj_ok.m.xml" target="_top">ckbs_t_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    216286&#160;&#160;&#160;&#160;&#160;transition<b>&#xA0;</b>nonlinear&#160;<a href="l1_nonlinear_ok.m.xml" target="_top">ckbs_L1_nonlinear:<br/>
    217287Robust&#xA0;Nonlinear&#xA0;Transition&#xA0;Model&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    220290&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve&#160;<a href="tridiag_solve_ok.m.xml" target="_top">ckbs_tridiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    221291&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>b&#160;<a href="tridiag_solve_b_ok.m.xml" target="_top">ckbs_tridiag_solve_b&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     292&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="tridiag_solve_pcg_ok.m.xml" target="_top">ckbs_tridiag_solve_pcg&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    222293&#160;&#160;&#160;&#160;&#160;unconstrained&#160;<a href="vanderpol_ok.m.xml" target="_top">ckbs_nonlinear:<br/>
    223294Unconstrained&#xA0;Nonlinear&#xA0;Transition&#xA0;Model&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    232303&#160;&#160;&#160;&#160;&#160;of<b>&#xA0;</b>objective&#160;<a href="ckbs_sumsq_grad.xml" target="_top">Affine&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Gradient</a><br/>
    233304&#160;&#160;&#160;&#160;&#160;of<b>&#xA0;</b>process<b>&#xA0;</b>objective&#160;<a href="ckbs_process_grad.xml" target="_top">Affine&#xA0;Residual&#xA0;Process&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Gradient</a><br/>
     305&#160;&#160;&#160;&#160;&#160;of<b>&#xA0;</b>Student<b>'</b>s<b>&#xA0;</b>t<b>&#xA0;</b>objective&#160;<a href="ckbs_t_grad.xml" target="_top">Student's&#xA0;t&#xA0;Gradient</a><br/>
    234306
    235307<b><big><a name="H">H</a></big></b>
     
    238310&#160;&#160;&#160;&#160;&#160;of<b>&#xA0;</b>objective&#160;<a href="ckbs_sumsq_hes.xml" target="_top">Affine&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Hessian</a><br/>
    239311&#160;&#160;&#160;&#160;&#160;of<b>&#xA0;</b>process<b>&#xA0;</b>objective&#160;<a href="ckbs_process_hes.xml" target="_top">Affine&#xA0;Process&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Hessian</a><br/>
     312hessian<br/>
     313&#160;&#160;&#160;&#160;&#160;of<b>&#xA0;</b>Student<b>'</b>s<b>&#xA0;</b>t<b>&#xA0;</b>objective&#160;<a href="ckbs_t_hess.xml" target="_top">Student's&#xA0;t&#xA0;Hessian</a><br/>
    240314
    241315<b><big><a name="K">K</a></big></b>
     
    244318&#160;&#160;&#160;&#160;&#160;constrained<b>&#xA0;</b>smoother&#160;<a href="ckbs_nonlinear.xml" target="_top">The&#xA0;Nonlinear&#xA0;Constrained&#xA0;Kalman-Bucy&#xA0;Smoother</a><br/>
    245319&#160;&#160;&#160;&#160;&#160;robust<b>&#xA0;</b>L1<b>&#xA0;</b>smoother&#160;<a href="ckbs_l1_nonlinear.xml" target="_top">The&#xA0;Nonlinear&#xA0;Constrained&#xA0;Kalman-Bucy&#xA0;Smoother</a><br/>
     320&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&#xA0;</b>t<b>&#xA0;</b>smoother&#160;<a href="ckbs_t_general.xml" target="_top">The&#xA0;General&#xA0;Student's&#xA0;t&#xA0;Smoother</a><br/>
    246321Kuhn<b>-</b>Tucker<br/>
    247322&#160;&#160;&#160;&#160;&#160;residual&#160;<a href="ckbs_kuhn_tucker.xml" target="_top">Compute&#xA0;Residual&#xA0;in&#xA0;Kuhn-Tucker&#xA0;Conditions</a><br/>
     
    259334least<b>&#xA0;</b>squares<b>&#xA0;</b>with<b>&#xA0;</b>robust<b>&#xA0;</b>L1<b>&#xA0;</b>norm<br/>
    260335&#160;&#160;&#160;&#160;&#160;objective&#160;<a href="ckbs_l2l1_obj.xml" target="_top">Affine&#xA0;Least&#xA0;Squares&#xA0;with&#xA0;Robust&#xA0;L1&#xA0;Objective</a><br/>
     336lower<b>&#xA0;</b>bidiagonal<br/>
     337&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkbidiag_mul.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     338&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>transpose<b>&#xA0;</b>multiply&#160;<a href="ckbs_blkbidiag_mul_t.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Transpose&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    261339
    262340<b><big><a name="M">M</a></big></b>
     
    269347or&#xA0;Matrix</a><br/>
    270348&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>diagonal&#160;<a href="ckbs_blkdiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Diagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector&#xA0;or&#xA0;Matrix</a><br/>
     349&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>lower<b>&#xA0;</b>bidiagonal&#160;<a href="ckbs_blkbidiag_mul.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
     350&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>lower<b>&#xA0;</b>bidiagonal<b>&#xA0;</b>transpose&#160;<a href="ckbs_blkbidiag_mul_t.xml" target="_top">Packed&#xA0;Lower&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Transpose&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    271351&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>tridiagonal&#160;<a href="ckbs_blktridiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Tridiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    272352
     
    291371&#160;&#160;&#160;&#160;&#160;process<b>&#xA0;</b>Hessian&#160;<a href="ckbs_process_hes.xml" target="_top">Affine&#xA0;Process&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Hessian</a><br/>
    292372&#160;&#160;&#160;&#160;&#160;residual<b>&#xA0;</b>sum<b>&#xA0;</b>of<b>&#xA0;</b>squares&#160;<a href="ckbs_sumsq_obj.xml" target="_top">Affine&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
     373&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&#xA0;</b>t&#160;<a href="ckbs_t_obj.xml" target="_top">Student's&#xA0;t&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
    293374oscillator<br/>
    294375&#160;&#160;&#160;&#160;&#160;vanderpol<b>&#xA0;</b>no<b>&#xA0;</b>noise&#160;<a href="vanderpol_sim.xml" target="_top">Van&#xA0;der&#xA0;Pol&#xA0;Oscillator&#xA0;Simulation&#xA0;(No&#xA0;Noise)</a><br/>
     
    339420<b><big><a name="S">S</a></big></b>
    340421<br/>
     422Student<b>'</b>s<b>&#xA0;</b>t<br/>
     423&#160;&#160;&#160;&#160;&#160;Kalman<b>-</b>Bucy<b>&#xA0;</b>Smoother&#160;<a href="ckbs_t_general.xml" target="_top">The&#xA0;General&#xA0;Student's&#xA0;t&#xA0;Smoother</a><br/>
     424&#160;&#160;&#160;&#160;&#160;objective&#160;<a href="ckbs_t_obj.xml" target="_top">Student's&#xA0;t&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
     425Student<b>'</b>s<b>&#xA0;</b>t<b>&#xA0;</b>residual<br/>
     426&#160;&#160;&#160;&#160;&#160;gradient&#160;<a href="ckbs_t_grad.xml" target="_top">Student's&#xA0;t&#xA0;Gradient</a><br/>
     427Students<b>&#xA0;</b>t<b>&#xA0;</b>objective<br/>
     428&#160;&#160;&#160;&#160;&#160;gradient&#160;<a href="ckbs_t_grad.xml" target="_top">Student's&#xA0;t&#xA0;Gradient</a><br/>
     429&#160;&#160;&#160;&#160;&#160;hessian&#160;<a href="ckbs_t_hess.xml" target="_top">Student's&#xA0;t&#xA0;Hessian</a><br/>
    341430simple<br/>
    342431&#160;&#160;&#160;&#160;&#160;ckbs<b>_</b>nonlinear&#160;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear:&#xA0;A&#xA0;Simple&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    343432sine<b>&#xA0;</b>wave<br/>
    344433&#160;&#160;&#160;&#160;&#160;constraint&#160;<a href="sine_f.m.xml" target="_top">ckbs_nonlinear:&#xA0;Example&#xA0;of&#xA0;Nonlinear&#xA0;Constraint</a><br/>
     434singular<br/>
     435&#160;&#160;&#160;&#160;&#160;affine<b>&#xA0;</b>smoother&#160;<a href="ckbs_affine_singular.xml" target="_top">Singular&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
     436singular<b>&#xA0;</b>affine<br/>
     437&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     438singular<b>&#xA0;</b>smoothing<br/>
     439&#160;&#160;&#160;&#160;&#160;spline<b>&#xA0;</b>example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    345440smoother<br/>
    346441&#160;&#160;&#160;&#160;&#160;affine<b>&#xA0;</b>constrained&#160;<a href="ckbs_affine.xml" target="_top">Constrained&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
    347442&#160;&#160;&#160;&#160;&#160;affine<b>&#xA0;</b>robust&#160;<a href="ckbs_l1_affine.xml" target="_top">Robust&#xA0;L1&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
     443&#160;&#160;&#160;&#160;&#160;affine<b>&#xA0;</b>singular&#160;<a href="ckbs_affine_singular.xml" target="_top">Singular&#xA0;Affine&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother</a><br/>
    348444&#160;&#160;&#160;&#160;&#160;constrained<b>&#xA0;</b>Kalman<b>-</b>Bucy&#160;<a href="ckbs_nonlinear.xml" target="_top">The&#xA0;Nonlinear&#xA0;Constrained&#xA0;Kalman-Bucy&#xA0;Smoother</a><br/>
    349445&#160;&#160;&#160;&#160;&#160;robust<b>&#xA0;</b>L1<b>&#xA0;</b>Kalman&#160;<a href="ckbs_l1_nonlinear.xml" target="_top">The&#xA0;Nonlinear&#xA0;Constrained&#xA0;Kalman-Bucy&#xA0;Smoother</a><br/>
     446&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&#xA0;</b>t&#160;<a href="ckbs_t_general.xml" target="_top">The&#xA0;General&#xA0;Student's&#xA0;t&#xA0;Smoother</a><br/>
    350447smoothing<br/>
     448&#160;&#160;&#160;&#160;&#160;jump<b>&#xA0;</b>tracking<b>&#xA0;</b>example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     449&#160;&#160;&#160;&#160;&#160;jump<b>&#xA0;</b>tracking<b>&#xA0;</b>example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    351450&#160;&#160;&#160;&#160;&#160;spline<b>&#xA0;</b>example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    352451solve<br/>
    353452&#160;&#160;&#160;&#160;&#160;backward<b>&#xA0;</b>block<b>&#xA0;</b>tridiagonal&#160;<a href="ckbs_tridiag_solve_b.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Backward&#xA0;version)</a><br/>
     453&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>bidiagonal&#160;<a href="ckbs_bidiag_solve.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     454&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>bidiagonal<b>&#xA0;</b>transpose&#160;<a href="ckbs_bidiag_solve_t.xml" target="_top">Block&#xA0;Bidiagonal&#xA0;Algorithm</a><br/>
     455&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>diagonal&#160;<a href="ckbs_diag_solve.xml" target="_top">Block&#xA0;Diagonal&#xA0;Algorithm</a><br/>
    354456&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>tridiagonal&#160;<a href="ckbs_tridiag_solve.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm</a><br/>
     457&#160;&#160;&#160;&#160;&#160;cg<b>&#xA0;</b>block<b>&#xA0;</b>tridiagonal&#160;<a href="ckbs_tridiag_solve_pcg.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Conjugate&#xA0;Gradient&#xA0;version)</a><br/>
    355458step<br/>
    356459&#160;&#160;&#160;&#160;&#160;Newton&#160;<a href="ckbs_newton_step_l1.xml" target="_top">Affine&#xA0;Robust&#xA0;L1&#xA0;Kalman&#xA0;Bucy&#xA0;Smoother&#xA0;Newton&#xA0;Step</a><br/>
     
    368471sumsq<b>_</b>obj&#160;<a href="ckbs_sumsq_obj.xml" target="_top">Affine&#xA0;Residual&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
    369472&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="sumsq_obj_ok.m.xml" target="_top">ckbs_sumsq_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     473symmetric<b>&#xA0;</b>multiply<br/>
     474&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>bidiagonal&#160;<a href="ckbs_blkbidiag_symm_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Bidiagonal&#xA0;Matrix&#xA0;Symmetric&#xA0;Multiply</a><br/>
    370475
    371476<b><big><a name="T">T</a></big></b>
     
    374479&#160;&#160;&#160;&#160;&#160;Kuhn<b>&#xA0;</b>residual&#160;<a href="ckbs_kuhn_tucker.xml" target="_top">Compute&#xA0;Residual&#xA0;in&#xA0;Kuhn-Tucker&#xA0;Conditions</a><br/>
    375480&#160;&#160;&#160;&#160;&#160;Kuhn<b>&#xA0;</b>residual<b>&#xA0;</b>for<b>&#xA0;</b>L1&#160;<a href="ckbs_kuhn_tucker_l1.xml" target="_top">Compute&#xA0;Residual&#xA0;in&#xA0;Kuhn-Tucker&#xA0;Conditions&#xA0;for&#xA0;Robust&#xA0;L1</a><br/>
     481t<b>_</b>general<br/>
     482&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     483&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     484t<b>_</b>grad&#160;<a href="ckbs_t_grad.xml" target="_top">Student's&#xA0;t&#xA0;Gradient</a><br/>
     485&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_grad_ok.m.xml" target="_top">ckbs_t_grad&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     486t<b>_</b>hess&#160;<a href="ckbs_t_hess.xml" target="_top">Student's&#xA0;t&#xA0;Hessian</a><br/>
     487&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_hess_ok.m.xml" target="_top">ckbs_t_hess&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     488t<b>_</b>obj&#160;<a href="ckbs_t_obj.xml" target="_top">Student's&#xA0;t&#xA0;Sum&#xA0;of&#xA0;Squares&#xA0;Objective</a><br/>
     489&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="t_obj_ok.m.xml" target="_top">ckbs_t_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    376490test<br/>
    377491&#160;&#160;&#160;&#160;&#160;affine&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     492&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve&#160;<a href="bidiag_solve_ok.m.xml" target="_top">ckbs_bidiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     493&#160;&#160;&#160;&#160;&#160;bidiag<b>_</b>solve<b>_</b>t&#160;<a href="bidiag_solve_t_ok.m.xml" target="_top">ckbs_bidiag_solve_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     494&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul&#160;<a href="blkbidiag_mul_ok.m.xml" target="_top">blkbidiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     495&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>mul<b>_</b>t&#160;<a href="blkbidiag_mul_t_ok.m.xml" target="_top">blkbidiag_mul_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     496&#160;&#160;&#160;&#160;&#160;blkbidiag<b>_</b>symm<b>_</b>mul&#160;<a href="blkbidiag_symm_mul_ok.m.xml" target="_top">blkbidiag_symm_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    378497&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul&#160;<a href="blkdiag_mul_ok.m.xml" target="_top">blkdiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    379498&#160;&#160;&#160;&#160;&#160;blkdiag<b>_</b>mul<b>_</b>t<b>%</b>&#160;<a href="blkdiag_mul_t_ok.m.xml" target="_top">blkdiag_mul_t&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    380499&#160;&#160;&#160;&#160;&#160;blktridiag<b>_</b>mul&#160;<a href="blktridiag_mul_ok.m.xml" target="_top">blktridiag_mul&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    381500&#160;&#160;&#160;&#160;&#160;ckbs<b>_</b>nonlinear&#160;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear:&#xA0;A&#xA0;Simple&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     501&#160;&#160;&#160;&#160;&#160;diag<b>_</b>solve&#160;<a href="diag_solve_ok.m.xml" target="_top">ckbs_diag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    382502&#160;&#160;&#160;&#160;&#160;get<b>_</b>started&#160;<a href="get_started_ok.m.xml" target="_top">ckbs_nonlinear:&#xA0;A&#xA0;Simple&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    383503&#160;&#160;&#160;&#160;&#160;kuhn<b>_</b>tucker&#160;<a href="kuhn_tucker_ok.m.xml" target="_top">ckbs_kuhn_tucker&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    397517&#160;&#160;&#160;&#160;&#160;robust<b>&#xA0;</b>smoothing<b>&#xA0;</b>spline&#160;<a href="l1_affine_ok.m.xml" target="_top">ckbs_L1_affine&#xA0;Robust&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    398518&#160;&#160;&#160;&#160;&#160;run<b>&#xA0;</b>all&#160;<a href="all_ok.m.xml" target="_top">Run&#xA0;All&#xA0;Correctness&#xA0;Tests</a><br/>
     519&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&#xA0;</b>t&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     520&#160;&#160;&#160;&#160;&#160;Student<b>'</b>s<b>&#xA0;</b>t&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     521&#160;&#160;&#160;&#160;&#160;singular<b>&#xA0;</b>affine&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     522&#160;&#160;&#160;&#160;&#160;singular<b>&#xA0;</b>smoothing<b>&#xA0;</b>spline&#160;<a href="affine_singular_ok.m.xml" target="_top">ckbs_affine_singular&#xA0;Singular&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    399523&#160;&#160;&#160;&#160;&#160;smoothing<b>&#xA0;</b>spline&#160;<a href="affine_ok_box.m.xml" target="_top">ckbs_affine&#xA0;Box&#xA0;Constrained&#xA0;Smoothing&#xA0;Spline&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     524&#160;&#160;&#160;&#160;&#160;smoothing<b>&#xA0;</b>spline<b>&#xA0;</b>with<b>&#xA0;</b>jump&#160;<a href="t_general_noisy_jump.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     525&#160;&#160;&#160;&#160;&#160;smoothing<b>&#xA0;</b>spline<b>&#xA0;</b>with<b>&#xA0;</b>jump&#160;<a href="t_general_ok.m.xml" target="_top">ckbs_t_general&#xA0;Jump&#xA0;Tracking&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    400526&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>grad&#160;<a href="sumsq_grad_ok.m.xml" target="_top">ckbs_sumsq_grad&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    401527&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>hes&#160;<a href="sumsq_hes_ok.m.xml" target="_top">ckbs_sumsq_hes&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    402528&#160;&#160;&#160;&#160;&#160;sumsq<b>_</b>obj&#160;<a href="sumsq_obj_ok.m.xml" target="_top">ckbs_sumsq_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     529&#160;&#160;&#160;&#160;&#160;t<b>_</b>grad&#160;<a href="t_grad_ok.m.xml" target="_top">ckbs_t_grad&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     530&#160;&#160;&#160;&#160;&#160;t<b>_</b>hess&#160;<a href="t_hess_ok.m.xml" target="_top">ckbs_t_hess&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     531&#160;&#160;&#160;&#160;&#160;t<b>_</b>obj&#160;<a href="t_obj_ok.m.xml" target="_top">ckbs_t_obj&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    403532&#160;&#160;&#160;&#160;&#160;transition<b>&#xA0;</b>nonlinear&#160;<a href="l1_nonlinear_ok.m.xml" target="_top">ckbs_L1_nonlinear:<br/>
    404533Robust&#xA0;Nonlinear&#xA0;Transition&#xA0;Model&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    407536&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve&#160;<a href="tridiag_solve_ok.m.xml" target="_top">ckbs_tridiag_solve&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    408537&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>b&#160;<a href="tridiag_solve_b_ok.m.xml" target="_top">ckbs_tridiag_solve_b&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     538&#160;&#160;&#160;&#160;&#160;tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="tridiag_solve_pcg_ok.m.xml" target="_top">ckbs_tridiag_solve_pcg&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    409539&#160;&#160;&#160;&#160;&#160;unconstrained&#160;<a href="vanderpol_ok.m.xml" target="_top">ckbs_nonlinear:<br/>
    410540Unconstrained&#xA0;Nonlinear&#xA0;Transition&#xA0;Model&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     
    421551tridiag<b>_</b>solve<b>_</b>b<br/>
    422552&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="tridiag_solve_b_ok.m.xml" target="_top">ckbs_tridiag_solve_b&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
     553tridiag<b>_</b>solve<b>_</b>pcg&#160;<a href="ckbs_tridiag_solve_pcg.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Conjugate&#xA0;Gradient&#xA0;version)</a><br/>
     554&#160;&#160;&#160;&#160;&#160;example<b>&#xA0;</b>and<b>&#xA0;</b>test&#160;<a href="tridiag_solve_pcg_ok.m.xml" target="_top">ckbs_tridiag_solve_pcg&#xA0;Example&#xA0;and&#xA0;Test</a><br/>
    423555tridiagonal<br/>
    424556&#160;&#160;&#160;&#160;&#160;backward<b>&#xA0;</b>block<b>&#xA0;</b>solve&#160;<a href="ckbs_tridiag_solve_b.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Backward&#xA0;version)</a><br/>
    425557&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>multiply&#160;<a href="ckbs_blktridiag_mul.xml" target="_top">Packed&#xA0;Block&#xA0;Tridiagonal&#xA0;Matrix&#xA0;Times&#xA0;a&#xA0;Vector</a><br/>
    426558&#160;&#160;&#160;&#160;&#160;block<b>&#xA0;</b>solve&#160;<a href="ckbs_tridiag_solve.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm</a><br/>
     559&#160;&#160;&#160;&#160;&#160;pcg<b>&#xA0;</b>block<b>&#xA0;</b>solve&#160;<a href="ckbs_tridiag_solve_pcg.xml" target="_top">Symmetric&#xA0;Block&#xA0;Tridiagonal&#xA0;Algorithm&#xA0;(Conjugate&#xA0;Gradient&#xA0;version)</a><br/>
    427560
    428561<b><big><a name="U">U</a></big></b>
  • html/ckbs/_kuhn_tucker_l1_ok.m_htm.js

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  • html/ckbs/_kuhn_tucker_ok.m_htm.js

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  • html/ckbs/_kuhn_tucker_ok.m_xml.js

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  • html/ckbs/_l1_affine_ok.m_htm.js

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  • html/ckbs/_l1_affine_ok.m_xml.js

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  • html/ckbs/_l1_nonlinear_ok.m_htm.js

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  • html/ckbs/_l1_nonlinear_ok.m_xml.js

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  • html/ckbs/_printable.htm

    r514 r730  
    11<html>
    2 <head><title>ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers</title></head>
     2<head><title>ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers</title></head>
    33<body>
    44
     
    1414
    1515
    16 <center><b><big><big>ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers</big></big></b></center>
     16<center><b><big><big>ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers</big></big></b></center>
    1717<table><tr><td align='left'  valign='top'>
    1818</td><td align='left'  valign='top'>
     
    4949<b><a name="a.a" id="a.a">a.a: Affine Constrained Smoother</a></b>
    5050<br>
    51 The program <a href="#5">5: <span style='white-space: nowrap'>constrained_affine</span></a>
     51The program <a href="#6">6: <span style='white-space: nowrap'>constrained_affine</span></a>
    5252 performs
    5353Kalman smoothing when the process and measurement models
     
    5959<b><a name="a.b" id="a.b">a.b: Nonlinear Constrained Smoother</a></b>
    6060<br>
    61 The program <a href="#3">3: <span style='white-space: nowrap'>constrained_nonlinear</span></a>
     61The program <a href="#4">4: <span style='white-space: nowrap'>constrained_nonlinear</span></a>
    6262 performs
    6363Kalman smoothing for general nonlinear process measurement.
     
    6666<br>
    6767<br>
    68 <b><a name="a.c" id="a.c">a.c: Affine Robust Smoother</a></b>
    69 <br>
    70 The program <a href="#6">6: <span style='white-space: nowrap'>robust_affine</span></a>
     68<b><a name="a.c" id="a.c">a.c: Affine L1 Robust Smoother</a></b>
     69<br>
     70The program <a href="#8">8: <span style='white-space: nowrap'>robust_affine</span></a>
    7171 performs
    7272robust Kalman smoothing when the process and measurement
     
    7676<br>
    7777<br>
    78 <b><a name="a.d" id="a.d">a.d: Nonlinear Robust Smoother</a></b>
    79 <br>
    80 The program <a href="#4">4: <span style='white-space: nowrap'>robust_nonlinear</span></a>
     78<b><a name="a.d" id="a.d">a.d: Nonlinear L1 Robust Smoother</a></b>
     79<br>
     80The program <a href="#5">5: <span style='white-space: nowrap'>robust_nonlinear</span></a>
    8181 performs
    8282robust Kalman smoothing for general nonlinear process
     
    8484may contain outliers.
    8585
     86<br>
     87<br>
     88<b><a name="a.e" id="a.e">a.e: General Student's T smoother</a></b>
     89<br>
     90The program <a href="#3">3: <span style='white-space: nowrap'>t_general</span></a>
     91 performs
     92robust Student's t Kalman smoothing for general nonlinear process
     93and measurement models. The measurements may contain
     94very large outliers. Also, there may be sudden changes in trend data.
     95The user can specify which components of process and measurement
     96residuals to model using Student's t.
    8697
    8798<br>
     
    258269<br>
    259270<table>
    260 <tr><td><a href="#1" target="_top">_contents:&nbsp;1</a></td><td>Table&nbsp;of&nbsp;Contents</td></tr><tr><td><a href="#2" target="_top">license:&nbsp;2</a></td><td>Your&nbsp;License&nbsp;to&nbsp;use&nbsp;the&nbsp;ckbs&nbsp;Software</td></tr><tr><td><a href="#3" target="_top">ckbs_nonlinear:&nbsp;3</a></td><td>The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</td></tr><tr><td><a href="#4" target="_top">ckbs_L1_nonlinear:&nbsp;4</a></td><td>The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</td></tr><tr><td><a href="#5" target="_top">ckbs_affine:&nbsp;5</a></td><td>Constrained&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</td></tr><tr><td><a href="#6" target="_top">ckbs_L1_affine:&nbsp;6</a></td><td>Robust&nbsp;L1&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</td></tr><tr><td><a href="#7" target="_top">utility:&nbsp;7</a></td><td>ckbs&nbsp;Utility&nbsp;Functions</td></tr><tr><td><a href="#8" target="_top">all_ok.m:&nbsp;8</a></td><td>Run&nbsp;All&nbsp;Correctness&nbsp;Tests</td></tr><tr><td><a href="#9" target="_top">whatsnew:&nbsp;9</a></td><td>Changes&nbsp;and&nbsp;Additions&nbsp;to&nbsp;ckbs</td></tr><tr><td><a href="#10" target="_top">wishlist:&nbsp;10</a></td><td>List&nbsp;of&nbsp;Future&nbsp;Improvements&nbsp;to&nbsp;ckbs</td></tr><tr><td><a href="#11" target="_top">bib:&nbsp;11</a></td><td>Bibliography</td></tr><tr><td><a href="#12" target="_top">_reference:&nbsp;12</a></td><td>Alphabetic&nbsp;Listing&nbsp;of&nbsp;Cross&nbsp;Reference&nbsp;Tags</td></tr><tr><td><a href="#13" target="_top">_index:&nbsp;13</a></td><td>Keyword&nbsp;Index</td></tr><tr><td><a href="#14" target="_top">_external:&nbsp;14</a></td><td>External&nbsp;Internet&nbsp;References</td></tr></table>
     271<tr><td><a href="#1" target="_top">_contents:&nbsp;1</a></td><td>Table&nbsp;of&nbsp;Contents</td></tr><tr><td><a href="#2" target="_top">license:&nbsp;2</a></td><td>Your&nbsp;License&nbsp;to&nbsp;use&nbsp;the&nbsp;ckbs&nbsp;Software</td></tr><tr><td><a href="#3" target="_top">ckbs_t_general:&nbsp;3</a></td><td>The&nbsp;General&nbsp;Student's&nbsp;t&nbsp;Smoother</td></tr><tr><td><a href="#4" target="_top">ckbs_nonlinear:&nbsp;4</a></td><td>The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</td></tr><tr><td><a href="#5" target="_top">ckbs_L1_nonlinear:&nbsp;5</a></td><td>The&nbsp;Nonlinear&nbsp;Constrained&nbsp;Kalman-Bucy&nbsp;Smoother</td></tr><tr><td><a href="#6" target="_top">ckbs_affine:&nbsp;6</a></td><td>Constrained&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</td></tr><tr><td><a href="#7" target="_top">ckbs_affine_singular:&nbsp;7</a></td><td>Singular&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</td></tr><tr><td><a href="#8" target="_top">ckbs_L1_affine:&nbsp;8</a></td><td>Robust&nbsp;L1&nbsp;Affine&nbsp;Kalman&nbsp;Bucy&nbsp;Smoother</td></tr><tr><td><a href="#9" target="_top">utility:&nbsp;9</a></td><td>ckbs&nbsp;Utility&nbsp;Functions</td></tr><tr><td><a href="#10" target="_top">all_ok.m:&nbsp;10</a></td><td>Run&nbsp;All&nbsp;Correctness&nbsp;Tests</td></tr><tr><td><a href="#11" target="_top">whatsnew:&nbsp;11</a></td><td>Changes&nbsp;and&nbsp;Additions&nbsp;to&nbsp;ckbs</td></tr><tr><td><a href="#12" target="_top">wishlist:&nbsp;12</a></td><td>List&nbsp;of&nbsp;Future&nbsp;Improvements&nbsp;to&nbsp;ckbs</td></tr><tr><td><a href="#13" target="_top">bib:&nbsp;13</a></td><td>Bibliography</td></tr><tr><td><a href="#14" target="_top">_reference:&nbsp;14</a></td><td>Alphabetic&nbsp;Listing&nbsp;of&nbsp;Cross&nbsp;Reference&nbsp;Tags</td></tr><tr><td><a href="#15" target="_top">_index:&nbsp;15</a></td><td>Keyword&nbsp;Index</td></tr><tr><td><a href="#16" target="_top">_external:&nbsp;16</a></td><td>External&nbsp;Internet&nbsp;References</td></tr></table>
    261272<hr>Input File: ckbs.omh
    262273
     
    266277
    267278<pre>
    268 ckbs-0.20110802.0: Constrained/Robust Kalman-Bucy Smoothers: <a href="#">: ckbs</a>
     279ckbs-0.20130204.0: Constrained/Robust Kalman-Bucy Smoothers: <a href="#">: ckbs</a>
    269280    Table of Contents: <a href="#1">1: _contents</a>
    270281    Your License to use the ckbs Software: <a href="#2">2: license</a>
    271     The Nonlinear Constrained Kalman-Bucy Smoother: <a href="#3">3: ckbs_nonlinear</a>
    272         ckbs_nonlinear: A Simple Example and Test: <a href="#3.1">3.1: get_started_ok.m</a>
    273         ckbs_nonlinear: Example and Test of Tracking a Sine Wave: <a href="#3.2">3.2: sine_wave_ok.m</a>
    274         ckbs_nonlinear: Unconstrained Nonlinear Transition Model Example and Test: <a href="#3.3">3.3: vanderpol_ok.m</a>
    275             Van der Pol Oscillator Simulation (No Noise): <a href="#3.3.1">3.3.1: vanderpol_sim</a>
    276                 Example Use of vanderpol_sim: <a href="#3.3.1.1">3.3.1.1: vanderpol_sim_ok.m</a>
    277             ckbs_nonlinear: Vanderpol Transition Model Mean Example: <a href="#3.3.2">3.3.2: vanderpol_g.m</a>
    278         ckbs_nonlinear: General Purpose Utilities: <a href="#3.4">3.4: nonlinear_utility</a>
    279             ckbs_nonlinear: Example of Box Constraints: <a href="#3.4.1">3.4.1: box_f.m</a>
    280             ckbs_nonlinear: Example Direct Measurement Model: <a href="#3.4.2">3.4.2: direct_h.m</a>
    281             ckbs_nonlinear: Example of Distance Measurement Model: <a href="#3.4.3">3.4.3: distance_h.m</a>
    282             ckbs_nonlinear: Example of No Constraint: <a href="#3.4.4">3.4.4: no_f.m</a>
    283             ckbs_nonlinear: Example of Persistence Transition Function: <a href="#3.4.5">3.4.5: persist_g.m</a>
    284             ckbs_nonlinear: Example Position and Velocity Transition Model: <a href="#3.4.6">3.4.6: pos_vel_g.m</a>
    285             ckbs_nonlinear: Example of Nonlinear Constraint: <a href="#3.4.7">3.4.7: sine_f.m</a>
    286     The Nonlinear Constrained Kalman-Bucy Smoother: <a href="#4">4: ckbs_L1_nonlinear</a>
    287         ckbs_L1_nonlinear: Robust Nonlinear Transition Model Example and Test: <a href="#4.1">4.1: L1_nonlinear_ok.m</a>
    288     Constrained Affine Kalman Bucy Smoother: <a href="#5">5: ckbs_affine</a>
    289         ckbs_affine Box Constrained Smoothing Spline Example and Test: <a href="#5.1">5.1: affine_ok_box.m</a>
    290     Robust L1 Affine Kalman Bucy Smoother: <a href="#6">6: ckbs_L1_affine</a>
    291         ckbs_L1_affine Robust Smoothing Spline Example and Test: <a href="#6.1">6.1: L1_affine_ok.m</a>
    292     ckbs Utility Functions: <a href="#7">7: utility</a>
    293         Packed Block Diagonal Matrix Times a Vector or Matrix: <a href="#7.1">7.1: ckbs_blkdiag_mul</a>
    294             blkdiag_mul Example and Test: <a href="#7.1.1">7.1.1: blkdiag_mul_ok.m</a>
    295         Transpose of Packed Block Diagonal Matrix Times a Vector or Matrix: <a href="#7.2">7.2: ckbs_blkdiag_mul_t</a>
    296             blkdiag_mul_t Example and Test: <a href="#7.2.1">7.2.1: blkdiag_mul_t_ok.m</a>
    297         Packed Block Tridiagonal Matrix Times a Vector: <a href="#7.3">7.3: ckbs_blktridiag_mul</a>
    298             blktridiag_mul Example and Test: <a href="#7.3.1">7.3.1: blktridiag_mul_ok.m</a>
    299         Affine Residual Sum of Squares Objective: <a href="#7.4">7.4: ckbs_sumsq_obj</a>
    300             ckbs_sumsq_obj Example and Test: <a href="#7.4.1">7.4.1: sumsq_obj_ok.m</a>
    301         Affine Least Squares with Robust L1 Objective: <a href="#7.5">7.5: ckbs_L2L1_obj</a>
    302             ckbs_L2L1_obj Example and Test: <a href="#7.5.1">7.5.1: L2L1_obj_ok.m</a>
    303         Affine Residual Sum of Squares Gradient: <a href="#7.6">7.6: ckbs_sumsq_grad</a>
    304             ckbs_sumsq_grad Example and Test: <a href="#7.6.1">7.6.1: sumsq_grad_ok.m</a>
    305         Affine Residual Process Sum of Squares Gradient: <a href="#7.7">7.7: ckbs_process_grad</a>
    306             ckbs_process_grad Example and Test: <a href="#7.7.1">7.7.1: process_grad_ok.m</a>
    307         Affine Residual Sum of Squares Hessian: <a href="#7.8">7.8: ckbs_sumsq_hes</a>
    308             ckbs_sumsq_hes Example and Test: <a href="#7.8.1">7.8.1: sumsq_hes_ok.m</a>
    309         Affine Process Residual Sum of Squares Hessian: <a href="#7.9">7.9: ckbs_process_hes</a>
    310             ckbs_process_hes Example and Test: <a href="#7.9.1">7.9.1: process_hes_ok.m</a>
    311         Symmetric Block Tridiagonal Algorithm: <a href="#7.10">7.10: ckbs_tridiag_solve</a>
    312             ckbs_tridiag_solve Example and Test: <a href="#7.10.1">7.10.1: tridiag_solve_ok.m</a>
    313         Symmetric Block Tridiagonal Algorithm (Backward version): <a href="#7.11">7.11: ckbs_tridiag_solve_b</a>
    314             ckbs_tridiag_solve_b Example and Test: <a href="#7.11.1">7.11.1: tridiag_solve_b_ok.m</a>
    315         Affine Constrained Kalman Bucy Smoother Newton Step: <a href="#7.12">7.12: ckbs_newton_step</a>
    316             ckbs_newton_step Example and Test: <a href="#7.12.1">7.12.1: newton_step_ok.m</a>
    317         Affine Robust L1 Kalman Bucy Smoother Newton Step: <a href="#7.13">7.13: ckbs_newton_step_L1</a>
    318             ckbs_newton_step_L1 Example and Test: <a href="#7.13.1">7.13.1: newton_step_L1_ok.m</a>
    319         Compute Residual in Kuhn-Tucker Conditions: <a href="#7.14">7.14: ckbs_kuhn_tucker</a>
    320             ckbs_kuhn_tucker Example and Test: <a href="#7.14.1">7.14.1: kuhn_tucker_ok.m</a>
    321         Compute Residual in Kuhn-Tucker Conditions for Robust L1: <a href="#7.15">7.15: ckbs_kuhn_tucker_L1</a>
    322             ckbs_kuhn_tucker_L1 Example and Test: <a href="#7.15.1">7.15.1: kuhn_tucker_L1_ok.m</a>
    323     Run All Correctness Tests: <a href="#8">8: all_ok.m</a>
    324         Set Up Path for Testing: <a href="#8.1">8.1: test_path.m</a>
    325     Changes and Additions to ckbs: <a href="#9">9: whatsnew</a>
    326     List of Future Improvements to ckbs: <a href="#10">10: wishlist</a>
    327     Bibliography: <a href="#11">11: bib</a>
    328     Alphabetic Listing of Cross Reference Tags: <a href="#12">12: _reference</a>
    329     Keyword Index: <a href="#13">13: _index</a>
    330     External Internet References: <a href="#14">14: _external</a>
     282    The General Student's t Smoother: <a href="#3">3: ckbs_t_general</a>
     283        ckbs_t_general Jump Tracking Example and Test: <a href="#3.1">3.1: t_general_ok.m</a>
     284        ckbs_t_general Jump Tracking Example and Test: <a href="#3.2">3.2: t_general_noisy_jump.m</a>
     285    The Nonlinear Constrained Kalman-Bucy Smoother: <a href="#4">4: ckbs_nonlinear</a>
     286        ckbs_nonlinear: A Simple Example and Test: <a href="#4.1">4.1: get_started_ok.m</a>
     287        ckbs_nonlinear: Example and Test of Tracking a Sine Wave: <a href="#4.2">4.2: sine_wave_ok.m</a>
     288        ckbs_nonlinear: Unconstrained Nonlinear Transition Model Example and Test: <a href="#4.3">4.3: vanderpol_ok.m</a>
     289            Van der Pol Oscillator Simulation (No Noise): <a href="#4.3.1">4.3.1: vanderpol_sim</a>
     290                Example Use of vanderpol_sim: <a href="#4.3.1.1">4.3.1.1: vanderpol_sim_ok.m</a>
     291            ckbs_nonlinear: Vanderpol Transition Model Mean Example: <a href="#4.3.2">4.3.2: vanderpol_g.m</a>
     292        ckbs_nonlinear: General Purpose Utilities: <a href="#4.4">4.4: nonlinear_utility</a>
     293            ckbs_nonlinear: Example of Box Constraints: <a href="#4.4.1">4.4.1: box_f.m</a>
     294            ckbs_nonlinear: Example Direct Measurement Model: <a href="#4.4.2">4.4.2: direct_h.m</a>
     295            ckbs_nonlinear: Example of Distance Measurement Model: <a href="#4.4.3">4.4.3: distance_h.m</a>
     296            ckbs_nonlinear: Example of No Constraint: <a href="#4.4.4">4.4.4: no_f.m</a>
     297            ckbs_nonlinear: Example of Persistence Transition Function: <a href="#4.4.5">4.4.5: persist_g.m</a>
     298            ckbs_nonlinear: Example Position and Velocity Transition Model: <a href="#4.4.6">4.4.6: pos_vel_g.m</a>
     299            ckbs_nonlinear: Example of Nonlinear Constraint: <a href="#4.4.7">4.4.7: sine_f.m</a>
     300    The Nonlinear Constrained Kalman-Bucy Smoother: <a href="#5">5: ckbs_L1_nonlinear</a>
     301        ckbs_L1_nonlinear: Robust Nonlinear Transition Model Example and Test: <a href="#5.1">5.1: L1_nonlinear_ok.m</a>
     302    Constrained Affine Kalman Bucy Smoother: <a href="#6">6: ckbs_affine</a>
     303        ckbs_affine Box Constrained Smoothing Spline Example and Test: <a href="#6.1">6.1: affine_ok_box.m</a>
     304    Singular Affine Kalman Bucy Smoother: <a href="#7">7: ckbs_affine_singular</a>
     305        ckbs_affine_singular Singular Smoothing Spline Example and Test: <a href="#7.1">7.1: affine_singular_ok.m</a>
     306    Robust L1 Affine Kalman Bucy Smoother: <a href="#8">8: ckbs_L1_affine</a>
     307        ckbs_L1_affine Robust Smoothing Spline Example and Test: <a href="#8.1">8.1: L1_affine_ok.m</a>
     308    ckbs Utility Functions: <a href="#9">9: utility</a>
     309        Student's t Sum of Squares Objective: <a href="#9.1">9.1: ckbs_t_obj</a>
     310            ckbs_t_obj Example and Test: <a href="#9.1.1">9.1.1: t_obj_ok.m</a>
     311        Student's t Gradient: <a href="#9.2">9.2: ckbs_t_grad</a>
     312            ckbs_t_grad Example and Test: <a href="#9.2.1">9.2.1: t_grad_ok.m</a>
     313        Student's t Hessian: <a href="#9.3">9.3: ckbs_t_hess</a>
     314            ckbs_t_hess Ex