SciencesPo (version 1.02.12)

kalmanPredict: Kalman Filter Predict

Description

Estimates the Kalman Filtering

Usage

kalmanPredict(mean1, var1, mean2, var2)

Arguments

mean1

Prior mean

var1

Prior variance

mean2

New mean

var2

New variance

encoding

UTF-8

Examples

# Equal variances but different means
kalmanPredict(10, 4, 12, 4)