• EnKF

  • Referenced in 273 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...
  • AS 154

  • Referenced in 51 articles [sw14113]
  • moving average models by means of Kalman filtering...
  • dlm

  • Referenced in 25 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...
  • STAMP

  • Referenced in 39 articles [sw09536]
  • using state space methods and Kalman filtering. However, STAMP is set up in an easy...
  • FastSLAM

  • Referenced in 59 articles [sw13538]
  • landmarks present in real environments. Kalman filter-based algorithms, for example, require time quadratic...
  • 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...
  • KFAS

  • Referenced in 8 articles [sw14662]
  • package. KFAS: Kalman Filter and Smoother for Exponential Family State Space Models. Functions for Kalman...
  • cts

  • Referenced in 7 articles [sw13988]
  • Continuous Time Autoregressive Models with the Kalman Filter...
  • sspir

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

  • Referenced in 4 articles [sw21678]
  • model is fit using the Kalman-filter on a state space version of the continuous...
  • dse

  • Referenced in 4 articles [sw24866]
  • considered to be special cases. Kalman filter and smoother estimates can be obtained from...
  • Kalman filter toolbox

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

  • Referenced in 2 articles [sw14663]
  • package. FKF: Fast Kalman Filter. This is a fast and flexible implementation of the Kalman...
  • ctmm

  • Referenced in 3 articles [sw21677]
  • variogram and Lomb-Scargle periodogram analysis, Kalman-filter maximum-likelihood estimation, Kriging, simulation, and autocorrelated...
  • Algorithm 900

  • Referenced in 1 article [sw20183]
  • Algorithm 900: a discrete time Kalman filter package for large scale problems. Data assimilation ... perform data assimilation is the Kalman filter. This is essentially a predictor-corrector algorithm that ... rank square root versions of the Kalman filter, adapted for the assimilation of a very ... second objective is to present a Kalman filter implementation whose code is independent of both...
  • EnKF-MC

  • Referenced in 1 article [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...
  • KALMTOOL

  • Referenced in 2 articles [sw13081]
  • toolbox contains functions for extended Kalman filtering as well as for two new filters called...
  • MARSS

  • Referenced in 2 articles [sw23275]
  • provided for parametric and innovations bootstrapping, Kalman filtering and smoothing, bootstrap model selection criteria (AICb...
  • TOPAZ4

  • Referenced in 2 articles [sw23460]
  • assimilation system that uses the ensemble Kalman filter. This means that TOPAZ features a time...