Kalman filter in dynare 4

Hi all:
I´m trying to use the Kalman filter that dynare uses. It will be helpful to estimate unobservable variables linked to a DSGE model (such us the natural interest rate). I found some programs that do the smother estimation (DiffuseKalmanSmootherH3.m), however I cannot find the one that does the kalman filter.
Can someone tell me which programme from dynare to use? How would be the easiest way to implement it inside a *.mod file?

Cheers,

Carlos

Hi Carlos,

You should use DsgeSmoother.m instead. Smoothed but also filtered variables are returned by this function (because filtered variables are needed to compute the smoothed variables).

Best,
Stéphane.