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The work product is an implementation of a Kalman Filter in a microsoft excel spreadsheet that supports multiple independent variables.
I have attached a spreadsheet that contains an implementation using only one independent variable. Note that the spreadsheet utilizes a customized visual basic function, "kalman", to generate output. The task is to generalize this example to allow for an arbitrary number of independent variable inputs for the "kalman" visual basic function (assume it will be less than 10 inputs if necessary).
The completed work will have the function "kalman" defined in visual basic and accept arrays of input variables as arguments.
The data provided in the attached spreadsheet illustrates the functionality with a single input variable.
Do not bid on this project unless you have experience programming arrays in visual basic and have experience programming a Kalman Filter.
Added 15 MAY 2012, 14:51 PM EDT
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