Is a spelling error?
Posted: Wed Jul 04, 2012 6:08 am
Dear Tom:
In Chapter 10, page 311, User's guide, Equation 3, eg, Σt|t-1=At*Σt|t-1*A't + FtMtF't, Is a spelling error? Σ of left and right hand of equation is identical. Is Σ of right hand of equation Σt-1|t-1 or other?
Best regard
Hardmann
In Chapter 10, page 311, User's guide, Equation 3, eg, Σt|t-1=At*Σt|t-1*A't + FtMtF't, Is a spelling error? Σ of left and right hand of equation is identical. Is Σ of right hand of equation Σt-1|t-1 or other?
Best regard
Hardmann