State Space Models 1.0

License: Free ‎File size: N/A
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A MATLAB toolbox for time series analysis using state space models. Supports fully interactive model construction with MATLAB objects and efficient Kalman filter backend implemented in c.

VERSION HISTORY

  • Version 1.0 posted on 2009-10-30
    Several fixes and updates
  • Version 1.0 posted on 2009-10-30

Program Details