Google Answers: Kalman filter-state space model in excel or VBA

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Q: Kalman filter-state space model in excel or VBA ( No Answer, 0 Comments )

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Subject: Kalman filter-state space model in excel or VBA
Category: Science > Math
Asked by: sunboypl-ga
List Price: $100.00

Posted: 11 Dec 2005 16:23 PST
Expires: 10 Jan 2006 16:23 PST
Question ID: 604552

Question ?

can you help me implement a multi dimensional Kalman filter(a state
spece model) in Excel or VBA. A simple example of a
Kalman filter would do. I would prefer a spreadsheet solution,
possibly using Excel's matrix formulae, but I'll accept a VBA solution
or may be anyone has this model.
I will pay for It.

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