{"id":16572182,"url":"https://github.com/eddelbuettel/rcppkalman","last_synced_at":"2025-03-21T12:31:06.943Z","repository":{"id":16457904,"uuid":"19209877","full_name":"eddelbuettel/rcppkalman","owner":"eddelbuettel","description":"Kalman filtering via RcppArmadillo","archived":false,"fork":false,"pushed_at":"2020-06-17T23:09:07.000Z","size":2057,"stargazers_count":35,"open_issues_count":0,"forks_count":19,"subscribers_count":8,"default_branch":"master","last_synced_at":"2025-03-01T06:11:12.546Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"MATLAB","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/eddelbuettel.png","metadata":{"files":{"readme":"README.md","changelog":"ChangeLog","contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2014-04-27T16:34:29.000Z","updated_at":"2024-08-25T10:37:14.000Z","dependencies_parsed_at":"2022-08-04T09:30:24.349Z","dependency_job_id":null,"html_url":"https://github.com/eddelbuettel/rcppkalman","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppkalman","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppkalman/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppkalman/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frcppkalman/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/eddelbuettel","download_url":"https://codeload.github.com/eddelbuettel/rcppkalman/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":244135909,"owners_count":20403798,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-11T21:26:43.133Z","updated_at":"2025-03-21T12:31:06.470Z","avatar_url":"https://github.com/eddelbuettel.png","language":"MATLAB","funding_links":[],"categories":[],"sub_categories":[],"readme":"## rcppkalman\n\nKalman filtering via RcppArmadillo -- based on a R and C++ port of the \n[EKF/UKF](http://becs.aalto.fi/en/research/bayes/ekfukf/) toolbox for Matlab\n\n[![Build Status](https://travis-ci.org/eddelbuettel/rcppkalman.svg)](https://travis-ci.org/eddelbuettel/rcppkalman) \n[![License](http://img.shields.io/badge/license-GPL%20%28%3E=%202%29-brightgreen.svg?style=flat)](http://www.gnu.org/licenses/gpl-2.0.html) \n[![Last Commit](https://img.shields.io/github/last-commit/eddelbuettel/rcppkalman)](https://github.com/eddelbuettel/rcppkalman)\n\n## Why?\n\nR has a number of existing Kalman filter packages which are all very\nnoteworthy in their own right. A comparison was provided by\n[this JSS paper from 2011](http://www.jstatsoft.org/v39/i02).\n\nYet I had a need for something both simple and fast at the C++ level.\n\nThe [EKF/UKF](http://becs.aalto.fi/en/research/bayes/ekfukf/) toolbox for\nMatlab proved to be a wonderful source of excellent code that was well\ndocumented (see [this 130 page pdf manual]http://becs.aalto.fi/en/research/bayes/ekfukf/documentation.pdf()),\nunder a suitable license and covering both simple examples as\nwell as promising extensions.\n\n### Demos\n\n#### Static Sine Signal And Noisy Measurement\n\nThis example is not described in the pdf manual, but included as demo\n[kf_sine_demo.m](https://github.com/eddelbuettel/rcppkalman/blob/master/inst/ekfukf/demos/kf_sine_demo/kf_sine_demo.m) within the\n[EKF/UKF](http://becs.aalto.fi/en/research/bayes/ekfukf/) sources. A signal\nis provided via a sine wave plus random noise, and a linear Kalman Filter is\nused to smooth and filter the series. Our variant\n[demo/kf_sine_demo.R](https://github.com/eddelbuettel/rcppkalman/blob/master/demo/kf_sine_demo.R)\nreproduces the demo via the following chart\n\n![Sine Signal](http://eddelbuettel.github.io/rcppkalman/kf_sine_demo.png)\n\n#### Continuous Wiener-Process Acceleration\n\nThis demo is described in detail in Section 2.2.4 on pages 11 to 15 of the \n[EKF/UKF Documentation](https://github.com/eddelbuettel/rcppkalman/blob/master/inst/ekfukf/ekfukf-documentation.pdf); \nthe animation is part of the corresponding Matlab code in\n[kf_cwpa_demo.m](https://github.com/eddelbuettel/rcppkalman/blob/master/inst/ekfukf/demos/kf_cwpa_demo/kf_cwpa_demo.m). We\nshow the two final charts which provide animations of the smoothing and\nfiltering in our version [demo/kf_cwpa_demo.R](https://github.com/eddelbuettel/rcppkalman/blob/master/demo/kf_cwpa_demo.R):\n\n![Smoothing](http://eddelbuettel.github.io/rcppkalman/cwpa_smooth.gif)\n![Filtering](http://eddelbuettel.github.io/rcppkalman/cwpa_filter.gif)\n\n### Status\n\nWorking, but still far from complete.  We currently support two demo scripts\nbased on linear smoothers and filters.  Additional functions should get added\nover time.\n\n### Author\n\nThe [EKF/UKF Toolbox for Matlab](http://becs.aalto.fi/en/research/bayes/ekfukf) \nwas written by Simo Särkkä, Jouni Hartikainen, and Arno Solin.\n\nDirk Eddelbuettel is writing and maintaing this package by porting it to R and\nC++ via [Rcpp](https://github.com/RcppCore/Rcpp) and particularly [RcppArmadillo](https://github.com/RcppCore/RcppArmadillo).\n\n### License\n\nThis package is released under GNU General Public License, Version 2 or\nlater. EKF/UKF itself (which is included) is released under the GNU General\nPublic License, Versions 2 and 3.\n\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Feddelbuettel%2Frcppkalman","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Feddelbuettel%2Frcppkalman","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Feddelbuettel%2Frcppkalman/lists"}