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How to get log likelihood after estimating a state space model with Kalman filter ?

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Sid S on 5 Jul 2013

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Answered: Shuai Li on 6 Sep 2019

Hello, How can I get the log likelihood after estimating a state space model with Kalman filter ? Thanks

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Shuai Li on 6 Sep 2019

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https://se.mathworks.com/matlabcentral/answers/81227-how-to-get-log-likelihood-after-estimating-a-state-space-model-with-kalman-filter#answer_390659

Hello, could you please tell me how to obtain the state space model using Kalman filter ? would you mind emailing me the code?

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