expm                    Compute the exponential of a matrix
kfPredict               Kalman Filter Prediction step
kfUpdate                Kalman Filter measurement update step
ltiDisc                 Discretize Linear Time-Invariant ODE
RcppKalman-package      RcppArmadillo based Kalman filteringKalman
                        Filtering in C++ accessible to R via Rcpp
rtsSmoother             Rauch-Tung-Striebel smoother
tfSmoother              Two-filter Smoother
