st: kalman filter

[M.Delprato@westminster.ac.uk]

Dear Stata users,

Is it a command to estimate Kalman filter in Stata? Specially, I am interested
on particle filtering which can be used to estimate non-linear relationship.

Thanks,

Marcos.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/