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Re: Kalman-Filter


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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