een observed (assuming that we already know the filtered distribution of the states).</p>
<p>For the details about the implementation see ArtigoPacote;textualkDGLM.</p>
<p>For the details about the algorithm implemented see ArtigokParametrico;textualkDGLM, Petris-DLM;textualkDGLM, chapter 2, WestHarr-DLM;textualkDGLM, chapter 4, and Kalman_filter_origins;textualkDGLM.</p>
    </div>
    <div class="section level2">
    <h2 id="references">References<a class="anchor" aria-label="anchor" href="#references"></