NAG fl90 Library

Chapter 29: Time Series Analysis - Examples

Module 29.2: nag_tsa_kalman - Kalman Filtering
nag_tsa_kalman_ex01
Example Text
Example Data
Time-varying square root covariance filter example
nag_tsa_kalman_ex02
Example Text
Example Data
Time-invariant square root covariance filter example


Chapter 29 Contents
Release 4 Table of Contents
© The Numerical Algorithms Group Ltd, Oxford, UK. 2003