search for: folmul

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2008 Feb 26
2
Kalman Filter
...erie( T > t ), I shoud use KalmanSmooth function to smooth estimates of state vector. I dont understand, that how shoud I "tell" to KalmanSmooth funtion that I allready did filtering and it shoud use the values from filtering to smoothing. I will be glad if you help me. I hope that my folmulations were correct. Thank you very much. [[alternative HTML version deleted]]