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Johannes Pfeifer
dynare
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dynare
mex
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kalman_steady_state
kalman_steady_state.cc
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Added mex file for computing the fixed point of the riccati equation in the kalman filter.
· 160922a1
Stéphane Adjemian (Charybdis)
authored
Nov 19, 2010
The mex works with octave but not with matlab (lapack issue again ;-).
160922a1