Added new algorithm for the estimation of nonlinear models.

doc/dynare.texi

@@ -6020,6 +6020,9 @@ Gaussian mixture filter.
 @item cpf
 Conditional particle filter.
 
+@item nlkf
+Use a standard (linear) Kalman filter algorithm with the nonlinear measurement and state equations.
+
 @end table
 
 @item proposal_approximation = @var{OPTION}

matlab/dynare_estimation_1.m

@@ -81,6 +81,8 @@ if ~options_.dsge_var
             options_.particle.algorithm = 'gaussian_mixture_filter';
         elseif strcmpi(options_.particle.filter_algorithm, 'cpf')
             options_.particle.algorithm = 'conditional_particle_filter';
+        elseif strcmpi(options_.particle.filter_algorithm, 'nlkf')
+            options_.particle.algorithm = 'nonlinear_kalman_filter';
         else
             error(['Estimation: Unknown filter ' options_.particle.filter_algorithm])
         end