MathGroup Archive 2004

[Date Index] [Thread Index] [Author Index]

Search the Archive

state space models and kalman filter


Hi everybody,

the Time Series package also deals with state space models and the
Kalman filter. This functionality is documented only electronically,
i.e. within the Help Browser.

Did anybody ever use time-dependent matrices within KalmanFilter[] or
LogLikelihood[]? It seems that I cannot get the thing to work. Even if
I use it according to the documentation, well, at least what I
understand from it.

Any help, comments, working examples are highly appreciated!

Thanks a lot,
Rainer


  • Prev by Date: Page Layout
  • Next by Date: Writing/appending tables to CSV files?
  • Previous by thread: Re: Page Layout
  • Next by thread: Writing/appending tables to CSV files?