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e30f1b64

Commit e30f1b64 authored 14 years ago by Michel Juillard

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correcting bug in kalman filter when it reaches the steady state (multivariate...

correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
(cherry picked from commit 61e78763)

parent af821244

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matlab/kalman/likelihood/diffuse_kalman_filter.m 1 addition, 1 deletion

matlab/kalman/likelihood/diffuse_kalman_filter.m
matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m 1 addition, 1 deletion

...n/likelihood/missing_observations_diffuse_kalman_filter.m
matlab/kalman/likelihood/missing_observations_kalman_filter.m 1 addition, 1 deletion

...ab/kalman/likelihood/missing_observations_kalman_filter.m

with 3 additions and 3 deletions

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