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    • adjemian's avatar
      v4.1: Files related to kalman filter (likelihood evaluation of a state space... · f58cdcf6
      adjemian authored
      v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations).
       * Added a new tolerance parameter specific to the iteration on the riccati equation.
       * Added a kalman filter routine allowing for missing observations.
       * I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.
      
      git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
      f58cdcf6