PUBLISH: 19th October 2023
mmcky
released this
19 Oct 06:56
Draft Lecture on Second Look at the Kalman filter (#373)
* upload Tom's specification for kalman2
* add quantecon install
* update code
* update math tag for (1)
* fix a typo
* Tom's edits in the kalman-2 branch Oct 16
* update graphs
* update boundaries for plot
* Tom's edits of the kalman2 lecture in the branch, Oct 17
* update examples on how to generate exact lss
* update examples on drawing plots for both figures
* update covariance contour plot
* reduce number of contour plots to increase clarity
* Tom's edit of two lectures in the branch, Oct 18
* Tom's additional edits of kalman2 lecture, evening of Oct 18
* fix minor typos
* shorten the code to adhere to 80 letters when possible
* minor changes for pdf compat and tidy up
* fix align
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Co-authored-by: thomassargent30 <[email protected]>
Co-authored-by: mmcky <[email protected]>