Implement univariate treatment of multivariate case #77

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1. raphaelsaavedra

   added

   enhancementNew feature or requestNew feature or request

   on Jul 28, 2019
2. guilhermebodin commented on Aug 20, 2019

   

   guilhermebodin

   on Aug 20, 2019

   Last edited by guilhermebodin

   Member

   More actions

   • Make a Kalman Filter specialized for univariate models.
   • Decide to take approach 1 or 2 from section 6.4.3 in Koopman book.
   • Discover how to make a loop of univariate state spaces and estimate them simultaneously.