wiki:Projects/ckbs

Version 2 (modified by bradbell, 11 years ago) (diff)

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ckbs

Description: An Inequality Constrained Kalman-Bucy Smoother.

Purpose: Minimize the Kalman smoother residual sum of squares, subject to inequality constraints, for an affine or general nonlinear model.

License: GPL

Authors: Bradley M. Bell and Gianluigi Pillonetto

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

Categories: nlp optimizer?

Software Languages: Matlab/Octave

Subversion: https://projects.coin-or.org/svn/CoinBazaar/projects/ckbs