
EnKF
 Referenced in 441 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...

dlm
 Referenced in 32 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...

AS 154
 Referenced in 52 articles
[sw14113]
 moving average models by means of Kalman filtering...

STAMP
 Referenced in 45 articles
[sw09536]
 using state space methods and Kalman filtering. However, STAMP is set up in an easy...

FastSLAM
 Referenced in 63 articles
[sw13538]
 landmarks present in real environments. Kalman filterbased algorithms, for example, require time quadratic...

KFAS
 Referenced in 19 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 10 articles
[sw13988]
 Continuous Time Autoregressive Models with the Kalman Filter...

dse
 Referenced in 8 articles
[sw24866]
 considered to be special cases. Kalman filter and smoother estimates can be obtained from...

EnKFMC
 Referenced in 4 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...

FKF
 Referenced in 4 articles
[sw14663]
 package. FKF: Fast Kalman Filter. This is a fast and flexible implementation of the Kalman...

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

crawl
 Referenced in 6 articles
[sw21678]
 model is fit using the Kalmanfilter on a state space version of the continuous...

dynr
 Referenced in 6 articles
[sw18446]
 latent time series with the extended Kalman filter and Kim filter. The user provides recipes...

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...

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

DAFI
 Referenced in 4 articles
[sw34061]
 formulation and solves it with ensemble Kalman filters, a family of ensemblebased, derivativefree...

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

MARSS
 Referenced in 3 articles
[sw23275]
 provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, bootstrap model selection criteria (AICb...