Kalman (!738) · Merge requests · Dynare / dynare · GitLab

Johannes Pfeifer requested to merge JohannesPfeifer:Kalman into master Sep 20, 2014

Adds unit tests for Kalman filter algorithms
Small cosmetic improvements

Still to be done:

Fix all bugs that result in unit tests crashing
Improve unit tests to compare likelihood results for consistency
Update and enable other unit tests for Kalman filter in kalman/likelihood directory