Description
The KBF program is an O-Matrix graphical user interface that makes it easy to build a Kalman-Bucy filter. The algorithms used in by this program are described in the paper The iterated Kalman smoother as a Gauss-Newton method, SIAM Journal on Optimization, Vol 4, No 3, pp. 626-636.

System Requirements

1. Microsoft Windows NT or 95

2. O-Matrix version 4.0 or greater

Contents

Table of Contents
A Discrete Kalman-Bucy Filtering Example
The Objective Function
The Kalman-Bucy Filter Model
The KBF Windows
The KBF Commands
Creating A New Filter
A KBF Study File
Glossary
Alphabetic Listing of Cross Reference Tags
Keyword Index
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