Unscented Kalman Filter

Discussion of State Space and Dynamic Stochastic General Equilibrium Models
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hardmann
Posts: 257
Joined: Sat Feb 26, 2011 9:49 pm

Unscented Kalman Filter

Post by hardmann »

Dear Tom:

Does winrats support Unscented Kalman Filter?
Can you provide some examples


Best regard
Hardmann
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