Code and Results for Chapter 4:

• ex_1_kalman_filter.m (Kalman filtering of a constant)
• ex_8.m (iterative solution to the Ricatti equation)
• ex_8_algebra.nb (some algebra for exercise 8)
• ex_8_kalman_filter.m (Kalman filtering of a second order autoregressive model)
• ex_9_kalman_filter.m (Kalman filtering of a moving average MA(1) model)
• ex_10_kalman_filter.m (Kalman filtering of a ARMA(2,1) model)