
EnKF
 Referenced in 333 articles
[sw02066]
 EnKFThe Ensemble Kalman Filter The EnKF is a sophisticated sequental data assimilation method ... Meteorological Centers. See the article ”Ensemble Kalman Filters Bring Weather Models Up to Date...

AS 154
 Referenced in 51 articles
[sw14113]
 moving average models by means of Kalman filtering...

dlm
 Referenced in 27 articles
[sw04503]
 Dynamic Linear Models. Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear ... models and state space models, the Kalman filter for estimation and forecasting in dynamic linear ... estimation and forecasting, filtering and the Kalman filter, and some specialized topics are dealt with...

STAMP
 Referenced in 42 articles
[sw09536]
 using state space methods and Kalman filtering. However, STAMP is set up in an easy...

FastSLAM
 Referenced in 62 articles
[sw13538]
 landmarks present in real environments. Kalman filterbased algorithms, for example, require time quadratic...

KFAS
 Referenced in 9 articles
[sw14662]
 package. KFAS: Kalman Filter and Smoother for Exponential Family State Space Models. Functions for Kalman...

LSDE
 Referenced in 7 articles
[sw15811]
 package for the simulation, graphical display, optimal filtering and maximum likelihood estimation of Linear Stochastic ... model can be implemented with specialized Kalman filter software (e.g. LSDE) or with structural equations ... classical methods of extended Kalman filtering and higher order nonlinear filters, but also new developments ... such as the unscented Kalman filter (UKF) and the GaussHermite filter (GHF) using approximations...

cts
 Referenced in 7 articles
[sw13988]
 Continuous Time Autoregressive Models with the Kalman Filter...

sspir
 Referenced in 6 articles
[sw24865]
 state space models). Includes functions for Kalman filtering and smoothing. Estimation of variance matrices...

AutoFilter
 Referenced in 3 articles
[sw32268]
 that solve state estimation problems using Kalman filters. From a highlevel, mathematicsbased description ... wellknown variants of the Kalman filter algorithm. The problem description may be given ... surpasses toolkitbased programming approaches for Kalman filters because it requires no lowlevel programming...

EKF/UKF Toolbox
 Referenced in 4 articles
[sw21920]
 optimal filtering toolbox for Matlab. Optimal filtering is a frequently used term for a process ... measurements. This toolbox mainly consists of Kalman filters and smoothers, which are the most common...

crawl
 Referenced in 4 articles
[sw21678]
 model is fit using the Kalmanfilter on a state space version of the continuous...

ctmm
 Referenced in 4 articles
[sw21677]
 variogram and LombScargle periodogram analysis, Kalmanfilter maximumlikelihood estimation, Kriging, simulation, and autocorrelated...

dse
 Referenced in 4 articles
[sw24866]
 considered to be special cases. Kalman filter and smoother estimates can be obtained from...

EnKFMC
 Referenced in 2 articles
[sw15209]
 Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation. This ... efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse ... obtained using the local ensemble transform Kalman filter (LETKF). Tests are performed for dense observations...

Kalman filter toolbox
 Referenced in 2 articles
[sw13082]
 Kalman filter toolbox for Matlab. This toolbox supports filtering, smoothing and parameter estimation (using...

FKF
 Referenced in 2 articles
[sw14663]
 package. FKF: Fast Kalman Filter. This is a fast and flexible implementation of the Kalman...

Algorithm 900
 Referenced in 1 article
[sw20183]
 Algorithm 900: a discrete time Kalman filter package for large scale problems. Data assimilation ... perform data assimilation is the Kalman filter. This is essentially a predictorcorrector algorithm that ... rank square root versions of the Kalman filter, adapted for the assimilation of a very ... second objective is to present a Kalman filter implementation whose code is independent of both...

KALMTOOL
 Referenced in 2 articles
[sw13081]
 toolbox contains functions for extended Kalman filtering as well as for two new filters called...

MARSS
 Referenced in 2 articles
[sw23275]
 provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, bootstrap model selection criteria (AICb...