Version 3 (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

Categories: nlp optimizer?

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 https://projects.coin-or.org/CoinBazaar/browser/projects/ckbs/trunk 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.