Algorithms and technical notes on methods presented in the book

These pages are intended to supplement the material in the book by explaining further some of the numerical and computational methods used in the examples. These include methods for deriving the properties of models and estimating their parameters, such as the Kalman Filter and maximum likelihood estimation.

The notes are grouped by the chapters to which they relate and will consist of brief descriptions with downloadable documents.

As of 17.10.2017 there are three documents available under the heading of Chapter 2.