Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated (Q1347198)
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scientific article; zbMATH DE number 739594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated |
scientific article; zbMATH DE number 739594 |
Statements
Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated (English)
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6 June 1995
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minimum mean square error
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recursive linear estimation
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singular and conditional state-space models
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temporal disaggregation
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Kalman filter equations
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disturbance probability distributions
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