lp://staging/~berdario/+junk/modelli-stocastici-project

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8. By Dario Bertini on 2010-10-24

Some changes i forgot to commit after having finished the project
Moved the simulation inside the for loop: now it's done at each monte carlo iteration
Changed a bit the plotting

7. By Dario Bertini on 2010-07-21

Reverted to applying 10 perturbation to each monte carlo iteration and misc changes for octave compatibility

6. By Dario Bertini on 2010-07-19

Simplified the kalman filter loop and reduced the values of covariance errors test matrices

5. By Dario Bertini on 2010-07-16

Fixed EM loop condition
changed stimaml check for F matrix (eigenvalues have to be between -1 and 1)
decreased errors covariance test matrix values
(lesser changes to make the program work under octave)

4. By Dario Bertini on 2010-07-12

Other fixes to kalman filter and EM estimation

3. By Dario Bertini on 2010-07-11

Fixed epsilon (the maximum difference between subsequent estimates) calculation

2. By Dario Bertini on 2010-07-11

Removed useless intermediate params

1. By Dario Bertini on 2010-07-11

First commit (outcome of the first group project made by Dario Bertini, Daniele Comotti, Stefano Fogaroli and Andrea Merla)