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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1594 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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@ -19,6 +19,7 @@ function [alphahat,epsilonhat,etahat,a1, aK] = DiffuseKalmanSmootherH3(T,R,Q,H,P
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% OUTPUTS
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% OUTPUTS
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% alphahat: smoothed state variables
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% alphahat: smoothed state variables
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% epsilonhat:smoothed measurement error
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% etahat: smoothed shocks
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% etahat: smoothed shocks
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% a1: matrix of one step ahead filtered state variables
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% a1: matrix of one step ahead filtered state variables
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% aK: 3D array of k step ahead filtered state variables
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% aK: 3D array of k step ahead filtered state variables
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