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Correct form for State Space Equation for Kalman Filter for DNS
In this paper:
http://www.ssc.upenn.edu/~fdiebold/papers/paper55/DRAfinal.pdf
in eqns 3,5 the state eqn has the mean removed.
$(z_t-\mu)=A(z_{t-1}-\mu) + \epsilon_t$
$y_t=C z_t + \delta_t$
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