Constrained Kalman-Bucy Smoothing
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README.md

ckbs was originally written by Gianluigi Pillonetto and Bradley Bell for constrained smoothing. The code has been available through Bradley Bell's home page since 2009.

In 2010, Aleksandr Aravkin and James Burke contributed software for robust Kalman smoothing. Since then, Aleksandr Aravkin has maintained all ckbs software, and it was made available through COIN-OR Bazaar.

Full documentation for majority of ckbs code is available through COIN-OR: http://www.coin-or.org/CoinBazaar/ckbs/ckbs.xml

Since 07/2014, ckbs is also available through github.

For MLSP experiments, please see

example/augmented_affine_ok
example/gyro_affine_ok
example/gyro_affine_bias_ok