Description Usage Arguments Value

Function `ekf`

runs the (iterated) extended Kalman filter for the given
non-linear Gaussian model of class `ssm_nlg`

,
and returns the filtered estimates and one-step-ahead predictions of the
states *α_t* given the data up to time *t*.

1 | ```
ekf(model, iekf_iter = 0)
``` |

`model` |
Model model |

`iekf_iter` |
If |

List containing the log-likelihood,
one-step-ahead predictions `at`

and filtered
estimates `att`

of states, and the corresponding variances `Pt`

and
`Ptt`

.

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