||This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
||This is a simulator for a multivariate controlled dynamic linear model process.
||This is the
TimeSeries.Entry for a univariate DLM time series.
||This is a simulator for a univariate controlled dynamic linear model process.
||a simulated innovation
||The Kalman filter, also known as linear quadratic estimation (LQE),
is an algorithm which uses a series of measurements observed over time,
containing noise (random variations) and other inaccuracies,
and produces estimates of unknown variables that tend to be more precise than those that would be
based on a single measurement alone.
||This is the observation equation in a controlled dynamic linear model.
||This is the state equation in a controlled dynamic linear model.