Robust Kalman Filtering

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Documentation for package ‘robKalman’ version 0.3

• DESCRIPTION file.
• Code demos. Use demo() to run them.
• Package NEWS.

Help Pages

robKalman-package	robKalman - routines for robust Kalman filtering
ACMfilt	ACM filter - S-Plus type arguments
ACMfilter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
arGM	GM-estimates for AR parameters
calibrateRLS	Calibration of clipping height b
EuclideanNorm	Utility functions of package robKalman
Huberize	Utility functions of package robKalman
KalmanFilter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
limitS	Utility functions of package robKalman
recFilter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
recursiveFilter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
rLS.AO.Filter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
rLS.IO.Filter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
rLScalibrateB	Calibration of clipping height b
rLSFilter	Several recursive filters: the classical Kalman filter, the rLS filter, and the ACM filter
robKalman	robKalman - routines for robust Kalman filtering
utilitiesrobKalman	Utility functions of package robKalman