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Q: For Mathtalk: Kalman filter implementation REDUX ( Answered,   0 Comments )
Subject: For Mathtalk: Kalman filter implementation REDUX
Category: Science > Math
Asked by: blueprintbdc-ga
List Price: $100.00
Posted: 14 May 2004 09:31 PDT
Expires: 13 Jun 2004 09:31 PDT
Question ID: 346376
Your answer to asiatechnicals' question (id=163255) is currently
ranked number one when googling for "kalman filter excel".  I'm not
sure if there's an institutional bias there - but I was impressed with
your answer.  Could you post the resulting spreadsheet to ?

Many thanks,


Request for Question Clarification by mathtalk-ga on 14 May 2004 10:57 PDT
Hi, blueprintbdc-ga:

Strangely enough, I think at the time I posted that Answer the policy
was to exclude Google Answers threads from the Google search results. 
That policy changed at some point, and I'm unsure of the chronology.

In any case let me dig it up, and I'll be happy to post it again.

regards, mathtalk-ga

Clarification of Question by blueprintbdc-ga on 14 May 2004 16:04 PDT
Great - thank you...

Subject: Re: For Mathtalk: Kalman filter implementation REDUX
Answered By: mathtalk-ga on 15 May 2004 06:00 PDT
Hi, blueprintbdc-ga:

I've uploaded the unzipped Excel spreadsheet MonthlyTS.xls to the request spot.

Title: Discrete Kalman Filter

Subject: modelling/smoothing of S&P 500 Monthly Closings

Author: mathtalk

For any other Readers that may be interested, the zipped Excel
spreadsheet may be found here (at least for the next 30

Let me know if there are any points that you'd like Clarified.  My
memory isn't crisp, but I do recall struggling with using Excel to
format matrices in a way that was both human legible and tractable to
Excel matrix formulas.

regards, mathtalk-ga
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