I need to generate Linear quadratic Gaussian control with Kalman filter in R programming. I only get matlab code. I think that R portfolio optimisation code ( quad..) is not adequate for this topic.
Linear quadratic Gaussian control with Kalman filter http://en.wikipedia.org/wiki/Linear_quadratic_Gaussian_control Thanks. -- View this message in context: http://r.789695.n4.nabble.com/Linear-quadratic-Gaussian-control-with-Kalman-filter-tp4156813p4156813.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
