[Trac] #149: Block decomposed version of Kalman filter

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Trac Dynare

12 Nov 2010 12 Nov '10

2:53 p.m.

#149: Block decomposed version of Kalman filter --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+-------------------------------------------------

-- Ticket URL: https://www.dynare.org/trac/ticket/149 Dynare http://www.dynare.org The Dynare project

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Trac Dynare

29 Sep 29 Sep

9:43 a.m.

New subject: [Trac] #149: Block decomposed version of Kalman filter

#149: Block decomposed version of Kalman filter ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: feature | Status: closed Priority: major | Milestone: 4.3 Component: Core M-files | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):

* status: new => closed * resolution: => fixed

-- Ticket URL: https://www.dynare.org/trac/ticket/149#comment:1 Dynare http://www.dynare.org The Dynare project

Trac Dynare

9:44 a.m.

New subject: [Trac] #149: Block decomposed version of Kalman filter

#149: Block decomposed version of Kalman filter ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: feature | Status: reopened Priority: major | Milestone: 4.3 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):

* status: closed => reopened * resolution: fixed =>

Comment:

Mostly implemented as of 16e9c36eb48a61be942fc3fe1b605f0da2da5b33.

Still needs to be documented and polished.

-- Ticket URL: https://www.dynare.org/trac/ticket/149#comment:2 Dynare http://www.dynare.org The Dynare project

Trac Dynare

30 Sep 30 Sep

1:15 p.m.

New subject: [Trac] #149: Block decomposed version of Kalman filter

#149: Block decomposed version of Kalman filter ----------------------------------+----------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: reopened Priority: major | Milestone: 4.3 Component: Block decomposition | Version: Resolution: | Keywords: ----------------------------------+----------------------------------------- Changes (by sebastien):

* component: General => Block decomposition

-- Ticket URL: https://www.dynare.org/trac/ticket/149#comment:3 Dynare http://www.dynare.org The Dynare project

Trac Dynare

24 Feb 24 Feb

2:30 p.m.

New subject: [Trac] #149: Block decomposed version of Kalman filter

Comment(by sebastien):

Also need to implement the filter with missing values (for GPM)

-- Ticket URL: https://www.dynare.org/trac/ticket/149#comment:4 Dynare http://www.dynare.org The Dynare project

Trac Dynare

15 Jun 15 Jun

6:04 p.m.

New subject: [Trac] #149: Handle missing values in block decomposed version of Kalman filter (was: Block decomposed version of Kalman filter)

#149: Handle missing values in block decomposed version of Kalman filter ----------------------------------+----------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: reopened Priority: major | Milestone: 5.0 Component: Block decomposition | Version: Resolution: | Keywords: ----------------------------------+----------------------------------------- Changes (by sebastien):

* milestone: 4.3 => 5.0

-- Ticket URL: https://www.dynare.org/trac/ticket/149#comment:5 Dynare http://www.dynare.org The Dynare project

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