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    \item{\code{h}}{the observation variance}
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    \item{\code{h}}{the observation variance}
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    \item{\code{V}}{\samp{RQR'}}
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    \item{\code{V}}{\samp{RQR'}}
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    \item{\code{a}}{the current state estimate}
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    \item{\code{a}}{the current state estimate}
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    \item{\code{P}}{the current estimate of the state uncertainty matrix \eqn{Q}}
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    \item{\code{P}}{the current estimate of the state uncertainty matrix \eqn{Q}}
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    \item{\code{Pn}}{the estimate at time \eqn{t-1} of the state
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    \item{\code{Pn}}{the estimate at time \eqn{t-1} of the state
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      uncertainty matrix \eqn{Q} (not updated by \code{KalmanForecast}.}
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      uncertainty matrix \eqn{Q} (not updated by \code{KalmanForecast}).}
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  }
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  }
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  \code{KalmanSmooth} is the workhorse function for \code{\link{tsSmooth}}.
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  \code{KalmanSmooth} is the workhorse function for \code{\link{tsSmooth}}.
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  \code{makeARIMA} constructs the state-space model for an ARIMA model,
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  \code{makeARIMA} constructs the state-space model for an ARIMA model,