Description: Robust and Inequality Constrained Kalman Smoothers.

Purpose: Provide efficient Kalman smoothing algorithms that

a) apply to linear and nonlinear process and measurement models

b) allow inequality constraints on the state and

c) are robust to outliers.

License: GPL2

Authors: Bradley M. Bell and Gianluigi Pillonetto and James V. Burke and Aleksandr Y. Aravkin

For questions and comments, contact Aleksandr Aravkin at


Software Languages: Matlab/Octave

Documentation: xml (mathematics in MathML) html (mathematics in Latex)

Subversion: Browse Source or use the following command to get the most recent version of ckbs

svn checkout ckbs_trunk

Tarball Releases: ckbs-0.yyyymmdd.r where yyyy is the year, mm is the month, dd is the day, and r is the release number.

Last modified 8 years ago Last modified on Feb 4, 2014 5:16:39 AM