Innovative and/or Additive Outlier Robust Kalman Filtering

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Documentation for package ‘RobKF’ version 1.0.2

• DESCRIPTION file.

Help Pages

AORKF_huber	A huberisation based additive outlier robust Kalman filter
AORKF_t	A t-distribution based additive outlier robust Kalman filter
Generate_Data	Simulate data from a Kalman model
IOAORKF	An innovative and additive outlier robust Kalman filter
IORKF_huber	A huberisation based innovative outlier robust Kalman filter
KF	The classical Kalman filter
plot	plot
plot.ioaorkf	plot
plot.rkf	plot
print	print
print.ioaorkf	print
print.rkf	print
summary	Summary
summary.ioaorkf	Summary
summary.rkf	Summary