Multivariate State-Space Models workshop

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Multivariate State-Space Models workshop

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Code Links

KalmanEM.r and related code is on EcologyBox. Also KalmanEM.r is posted here (look in the left navbar).

Our other code for fitting multivariate state-space models can be found on our FishBox pages:

The website for Shumway and Stoffer (2006) is a great resource: Time Series Analysis II

Greg Welch's website on the Kalman filter is very good and has a lot of matlab code. His course material for a SIGGRAPH2001 course, Intro to Kalman, is a good introduction to the theory and is a little easier than Shumway and Stoffer. Links to different extended Kalman filters for non-linear systems are there too.

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Created on Jul 22, 2008 at 03:49:04 PM by eli

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