raj@ursa.UUCP (Raj) (01/06/88)
I am interested in forecasting and estimation, and would like to see a simple introduction to Kalman filters. The several books I looked into were rather advanced, and needed a lot of background knowledge. I would like to know what does this filter do, how to build a model for it, some simple examples, etc. Does any of you have a simple paper, book or something that will explain this to me in simple terms? Secondly, I was told that someone, perhaps MIT, sells a package that takes in all the relevant data and comes up with the required answers using this filter. Does any of you know of this package? Please reply to sun!sunrise!ursa!raj. Thanks very much.