Systematic numerical experiments in nonlinear filtering with automatic fortran code generation

We describe a system, written in Macsyma, whose purpose is to help making numerical experiments in nonlinear filtering. Given a description, in terms of a list of keywords and pieces of data, for both the nonlinear filtering problem under investigation and the algorithm to solve it, the system produces as its main output a Fortran program. There is also an interactive mode, in which the system helps the user building this list of keywords and pieces of data.