dynare/mex/sources/kalman/matlab
george 0ed63ac01a New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2856 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-29 15:01:56 +00:00
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Makefile New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman. 2009-07-29 15:01:56 +00:00
Makefile_mex update makefiles 2009-05-23 21:42:39 +00:00
diffuse_kalman_filter.cpp Updated prototype together with some comments merged 2009-05-27 09:21:39 +00:00
disclyap_fast_dll.cpp New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman. 2009-07-29 15:01:56 +00:00
gendata.m Adding kalman filter files 2009-05-23 21:36:49 +00:00
gmvm.cpp Updates to Kalman filter library and dll and dll tests 2009-06-23 19:06:08 +00:00
kalman_filter.m Adding kalman filter files 2009-05-23 21:36:49 +00:00
kalman_filter_Z.cpp Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp 2009-05-28 17:00:08 +00:00
kalman_filters.cpp - Extending basic C++ KF with performance boosting algorithm for checking if P is steady within tolerance and performing reduced operations if so; 2009-07-14 17:05:48 +00:00
kalman_filters.m Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp 2009-05-28 17:00:08 +00:00
kalman_filters_testx.cpp minor adjustments to riccati/kalman P conversion tolerance and control 2009-07-23 11:24:05 +00:00
kalman_smoother.cpp Linux Makefiles and some linux syntax adjustments 2009-07-16 09:59:28 +00:00
kalman_smoother.m Adding kalman filter files 2009-05-23 21:36:49 +00:00
kalmandll_test.m prepares matrices for C++ kalman_filter dll 2009-05-27 15:50:26 +00:00
kalmanlib.def Adding kalmanlib.def to avoid some spurious linking errors 2009-07-03 12:51:30 +00:00
mexopts.bat Adding kalman filter files 2009-05-23 21:36:49 +00:00
minv.cpp Updates to Kalman filter library and dll and dll tests 2009-06-23 19:06:08 +00:00
qtamvm.cpp Updates to Kalman filter library and dll and dll tests 2009-06-23 19:06:08 +00:00
qtmvm.cpp Updates to Kalman filter library and dll and dll tests 2009-06-23 19:06:08 +00:00
univariate_diffuse_kalman_filter.cpp Updated prototype together with some comments merged 2009-05-27 09:21:39 +00:00
univariate_kalman_filter.cpp Updated prototype together with some comments merged 2009-05-27 09:21:39 +00:00