Hi Folks:

I have recently been introduced to the "Kalman Filter".  I would like to implement this in some of my trading stratigies, unfortunalty it is a bit beyond my mathmatical and programing skills.  Has anyone done this before or can provide some assistance. 

Some filters can be found here:

http://www.advantage.online.pl/en-free.html

Good Luck,

Preston

A lot more then just the Kalman filter - thanks for the link  :-)