mloss.org Gibbs RTSShttp://mloss.orgUpdates and additions to Gibbs RTSSenMon, 04 Apr 2011 19:58:43 -0000Gibbs RTSS 1.0http://mloss.org/software/view/305/<html><p>This software package provides a Matlab implementation of the Gibbs-filter and Gibbs-RTSS as described in </p> <p>Marc Peter Deisenroth and Henrik Ohlsson "A General Perspective on Gaussian Filtering and Smoothing: Explaining Current and Deriving New Algorithms" in Proceedings of the 2011 American Control Conference (ACC 2011) </p> <p>The software package also contains implementations of the following filters/smoothers: - Gibbs-filter/Gibbs-RTSS - EKF/EKS - UKF/URTSS - CKF/CKS </p> <p>Running demo_nonlinear_model <br /> reproduces the results from the paper for the nonlinear example in the paper (figures and numbers). </p> <p>The code requires MatlabR2007a or newer. </p></html>Marc DeisenrothMon, 04 Apr 2011 19:58:43 -0000http://mloss.org/software/rss/comments/305http://mloss.org/software/view/305/dynamical systemsinferencefilteringsmoothing