Hi, I want to write a code for extended Kalman filter. I know SAS has subroutine such as KALCVF but this subroutine is for a standard linear Kalman filter. The observation equation that I am trying to deal with has non-linear and time-varying coefficients that depends on the value of the previous state variables and observation variables. Specifically, my extended Kalman filter is
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.