Fix various Kalman filter bugs
- Fix bug in dsge_likelihood.m where diagonal of measurement error covariance matrix was not correctly read out, leading to wrong results when using the univariate Kalman filter with measurement error
- Various bugfixes for univariate smoother when (correlated) measurement error is present
- Bugfix for
missing_observations_kalman_filter_d.m
where constant oflog(2*pi)
was forgotten in last step - Documents Kalman routines
- Factorizes and improves unit tests
- Filters out infinite likelihoods with proper error code
- Fixes variable count bug in
display_problematic_vars_Jacobian.m
that led to crashes indebug
-mode
Closes #1231 (closed)
Closes #1234 (closed)