Kalman filter with outliers and missing observations (Q1382951)
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scientific article; zbMATH DE number 1136761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filter with outliers and missing observations |
scientific article; zbMATH DE number 1136761 |
Statements
Kalman filter with outliers and missing observations (English)
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1 April 1998
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time series
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discrete Kalman filter
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outliers
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missing observations
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\(M\)-estimation
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AR(l) process
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0.89555186
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0.89068717
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0.88035893
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0.87841266
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0.8745789
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