Updates to kalman

src/kalman.jl

@@ -44,11 +44,10 @@ function forward_kalman(y,A,R1,R2, P0)
 end
 
 """A kalman parameter smoother"""
-function kalman_smoother(y, R1, R2)
+function kalman_smoother(y, A, R1, R2, P0)
     na = size(R1,1)
     N = length(y)
 
-    P0 = 100*R1;
     xkk,xk,Pkk,Pk = forward_kalman(y,A,R1,R2, P0)
     xkn = zeros(xkk)
     Pkn = zeros(P)
@@ -61,8 +60,6 @@ function kalman_smoother(y, R1, R2)
         Pkn[:,:,i] = Pkk[:,:,i] + C*(Pkn[:,:,i+1] - Pk[:,:,i+1])*C'
     end
 
-    newplot(xkk'); title("x_{k|k}")
-    newplot(xkn'); title("x_{k|n}")
-    return xkn
+    return xkn, Pkn
 
 end