QuantEcon · GitHub

Commit 5b05a79

HumphreyYangthomassargent30mmcky

authored

Draft Lecture on Second Look at the Kalman filter (#373)

* upload Tom's specification for kalman2 * add quantecon install * update code * update math tag for (1) * fix a typo * Tom's edits in the kalman-2 branch Oct 16 * update graphs * update boundaries for plot * Tom's edits of the kalman2 lecture in the branch, Oct 17 * update examples on how to generate exact lss * update examples on drawing plots for both figures * update covariance contour plot * reduce number of contour plots to increase clarity * Tom's edit of two lectures in the branch, Oct 18 * Tom's additional edits of kalman2 lecture, evening of Oct 18 * fix minor typos * shorten the code to adhere to 80 letters when possible * minor changes for pdf compat and tidy up * fix align --------- Co-authored-by: thomassargent30 <ts43@nyu.edu> Co-authored-by: mmcky <mamckay@gmail.com>

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