Hi Rick,

suppose Yt=f(Xt ,Zt) .Here only Yt is observable but Xt and Zt are not observable-however both are random variables for a given t( and hence{Xt} and {Zt} can be considered as two unobservable time series .)Therefore the problem is to disentangle the effect of Xt and Zt from Yt

like KALCVS or KALDFF any subroutine or proc like SSM forPARTICLE FILTERING?

Best,
Kaushik