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Employing Extended Kalman Filter in a Simple Macroeconomic Model

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Figure

Fig. 2. Output and Its Estimate 010203040506070801815222936 43 50 57 64 71 78 85 92 99 106 113 120 127timeEstimateReal Value 020406080100120140 1 9 17 25 33 41 49 57 65 73 81 89 97 105 113 121 129 tim e Estimate Real Value
Fig. 4. Parameter 'a' 0102030405060181522 29 36 43 50 57 64 71 78 85 92 99 106 113 120 127timeEstimateReal Value 00,10,20,30,40,50,60,7 1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 106 113 120 127 time Parameter 'a'
Fig. 5. Parameter 'b'  Fig. 6. Parameter 'd'  00,20,40,60,811,21,4 1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 106 113 120 127 time Parameter 'd'00,10,20,30,40,50,61815222936435057647178859299106113120 127timeParameter 'b'

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