• EnKF

  • Referenced in 441 articles [sw02066]
  • EnKF-The 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 filter-based 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 Gauss-Hermite 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...
  • EnKF-MC

  • 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 Kalman-filter 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 high-level, mathematics-based description ... well-known variants of the Kalman filter algorithm. The problem description may be given ... surpasses toolkit-based programming approaches for Kalman filters because it requires no low-level 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 Lomb-Scargle periodogram analysis, Kalman-filter maximum-likelihood estimation, Kriging, simulation, and autocorrelated...
  • DAFI

  • Referenced in 4 articles [sw34061]
  • formulation and solves it with ensemble Kalman filters, a family of ensemble-based, derivative-free...
  • 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...