RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) <arXiv:1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <arXiv:1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <arXiv:2007.03238>.

Version: 1.0.0
Imports: Rcpp (≥ 1.0.2), Rdpack, ggplot2, reshape2, Matrix
LinkingTo: Rcpp, RcppEigen
Published: 2020-09-01
Author: Alexander Fisch [aut], Daniel Grose [aut, cre], Idris Eckley [ths], Paul Fearnhead [ths], Bardwell Lawrence [ctb]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Materials: README
CRAN checks: RobKF results

Downloads:

Reference manual: RobKF.pdf
Package source: RobKF_1.0.0.tar.gz
Windows binaries: r-devel: RobKF_1.0.0.zip, r-release: RobKF_1.0.0.zip, r-oldrel: RobKF_1.0.0.zip
macOS binaries: r-release: RobKF_1.0.0.tgz, r-oldrel: RobKF_1.0.0.tgz

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