dynare/mex/sources/kalman/cc
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
..
Makefile Linux Makefiles and some linux syntax adjustments 2009-07-16 09:59:28 +00:00
disclyap_fast.cpp New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman. 2009-07-29 15:01:56 +00:00
disclyap_fast.h New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman. 2009-07-29 15:01:56 +00:00
kalman.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.h - 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
ssf.cpp Updated prototype together with some comments merged 2009-05-27 09:21:39 +00:00
ssf.h Linux Makefiles and some linux syntax adjustments 2009-07-16 09:59:28 +00:00
ssf_uni.cpp Adding kalman filter files 2009-05-23 21:36:49 +00:00
ssf_uni.h Adding kalman filter files 2009-05-23 21:36:49 +00:00
state_init.cpp Adding kalman filter files 2009-05-23 21:36:49 +00:00
state_init.h Adding kalman filter files 2009-05-23 21:36:49 +00:00
ts_exception.h Adding kalman filter files 2009-05-23 21:36:49 +00:00
utils.cpp - adding overloaded multInvRight to PLUFact, 2009-07-13 18:41:40 +00:00
utils.h - adding overloaded multInvRight to PLUFact, 2009-07-13 18:41:40 +00:00