- Only supports Julia 0.4.x
- Adds exogenous inputs in state space model transition and observation equations
- Allows all system matrices (transition, control input, transition noise covariance, observation, feed-forward, observation noise covariance) to be time-dependent
- Implements Durbin-Koopman Kalman smoothing algorithm
- support floor of Julia 0.3 and non-inclusive ceiling of Julia 0.5-
- only kalman filtering has meaningful tests
Not currently documented.