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MathGroup Archive 1997

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Re: Kalman-Filter

  • To: mathgroup at smc.vnet.net
  • Subject: [mg7770] [mg7770] Re: Kalman-Filter
  • From: David Annetts <dannetts at laurel.ocs.mq.edu.au>
  • Date: Tue, 8 Jul 1997 14:36:54 -0400
  • Organization: CRC for AMET / Macquarie University
  • Sender: owner-wri-mathgroup at wolfram.com

Buttgereit wrote:
> 
> Hi out there,
> did anybody yet implement the Kalman-Filter? I will have to do it in the
> next few days ...
> Suggestions - especially concerning initialisation - appreciated.
> Thanks in advance,
> Peter

Kalman filters are implemented in the current version of WRI's
TimeSeries Application pack.  This was not the case in the original
version.  

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