Smoothing with a Kalman filter- take 2

[Randall Kurzon <rkurzon@xxxxxxxxxxxxx>]

A small error in the code as posted was brought to my attention. I
apologize for any inconvenience it may have caused. It should be:

{Function name= KF}
INPUT: K1(Numeric), BP(NumericSeries);
VARS: Pred(BP),  Smooth(0), Velo(0), DeltaK(0), stderr(0), error(0),
sumerr(0)  ;


IF currentbar > 1 then BEGIN

DeltaK = BP -Pred;
Smooth = Pred + DeltaK* SquareRoot( (K1/10000)*2 ) ;
Velo= Velo + ((K1/10000)*Deltak) ;
Pred =  Smooth + Velo ;

KF=Pred;
END;