[R-sig-dyn-mod] Kalman Filter

[Thomas Petzoldt]

Hi Thomas,

your question was not very specific and did not contain a "minimal 
reproducible example". Anyway, you may find some information about 
Kalman filtering in R in the book of Shumway and Stoffer: "Time Series 
Analysis and Its Applications: With R Examples", most likely in chapter 6:

http://www.stat.pitt.edu/stoffer/tsa2/chap6.htm


Thomas P.