Hello,



I would like use Kalman filter for estimating parameters of a stochastic
model. I have developed the state space model but I don’t know the correct
way use Kalman filter for parameter estimation. Has anybody experience in
work with Kalman filter in R.



I don’t know the correct function. Maybe it is



-          KalmanLike; but what is the correct Input?

-          tsmooth?

-          kfilter?



Thanks for helping.



Best,

Thomas

	[[alternative HTML version deleted]]

