Grocer Function

NAME

smoothing - Kalman smoother

CALLING SEQUENCE

[betas,sigmas]=smoothing(F,betat,betaf,sigmat,sigmaf, begsmooth)

PARAMETERS

Input

Output

DESCRIPTION

Provides smoothed values from a Kalman filtering.

EXAMPLE

smoothing is a used by the function kalman: [betas,sigmats]=smooth(grocer_F,betat,betaf,sigmatt,sigmatf)

AUTHOR

Eric Dubois 2002