EKFadvance {miscFuncs}

EKFadvance function

Description

A function to perform one iteration of ther EKF. Currently UNDER DEVELOPMENT.

Usage

EKFadvance(
  obs,
  oldmean,
  oldvar,
  phi,
  phi.arglist,
  psi,
  psi.arglist,
  W,
  V,
  loglik = FALSE,
  na.rm = FALSE
)

Arguments

obs

observations

oldmean

old mean

oldvar

old variance

phi

Function computing a Taylor Series approximation of the system equation. Can include higher (ie 2nd order and above) terms.

phi.arglist

arguments for function phi

psi

Function computing a Taylor Series approximation of the observation equation. Can include higher (ie 2nd order and above) terms.

psi.arglist

arguments for function psi

W

system noise matrix

V

observation noise matrix

loglik

whether or not to compute the pseudo-likelihood

na.rm

logical, whether or not to handle NAs. Defult is FALSE. Set to TRUE if there are any missing values in the observed data.

Value

list containing the new mean and variance, and if specified, the likelihood