This conference just closed this evening at Thessaloniki (Greece). A big event with a lot of interesting people giving interesting talks, with a mixture of traditional greek dancing and many other exciting thigs to do / see / share.
I spoke about a library that hopefully will appear a soon as possible on the automatic identification of Unobserved Components (UC) models. The idea is as simple and as basic as saying that there are automatic identification algorithms for every sort of model around, except for UC models. However, such a simple idea is much more complex that one may think, especially if one is trying to do it in C++. The slides with preliminary results here.