Date:         Thu, 18 Jan 2007 17:37:37 -0500
Reply-To:     John Birken <zbq5@CDC.GOV>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         John Birken <zbq5@CDC.GOV>
Subject:      Re: State-Space and Kalman Filter_Use MATLAB

Steve:

Google SAS kalman filter
http://ftp.sas.com/techsup/download/sample/samp_lib/imlsampKalman_Filter_Exa
mple_31.html may useful.


MATLAB signal processing module is the education/professional gold standard
for Kalman filtering.

Beg, buy or borrow (don't steal) to get a copy.
HMMMMM.....  there is free 30 day trial version on the MATLAB site.
Go for it.

I'm curious if PROC IML can do kalman filtering and how well. Anyone know
if it's in PROC IML?

HTH,
John