On 08/03/2012 02:07, Hasan Diwan wrote:
I have a bunch of clean timeseries data obtained from a sensor and I'd
like to apply a Kalman Filter to it to smoothe it out. Through a few
days of Googling, reading papers, implementing such a filter in
various languages, I finally realised that it may be
Look at the package dlm, fkf, or sspir for various kalman filter
implementations. I use dlm regularly and it's great.
On Wed, Mar 7, 2012 at 8:07 PM, Hasan Diwan wrote:
> I have a bunch of clean timeseries data obtained from a sensor and I'd
> like to apply a Kalman Filter to it to smoothe it o
I have a bunch of clean timeseries data obtained from a sensor and I'd
like to apply a Kalman Filter to it to smoothe it out. Through a few
days of Googling, reading papers, implementing such a filter in
various languages, I finally realised that it may be built into R. So
I did a "??kalman" at the
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