The following pages link to A quadratic Kalman filter (Q494365):
Displaying 8 items.
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
- Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach (Q2103638) (← links)
- Feedback quadratic filtering (Q2409139) (← links)
- A quasi-linear estimation method--Application to Kalman filtering with stochastic regressors (Q3682352) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Fourier-Hermite Kalman Filter (Q5352847) (← links)
- Kalman filter and quantization (Q5919905) (← links)