Linear Kalman-Bucy filter with vector autoregressive signal and noise (Q2038522)
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scientific article; zbMATH DE number 7369016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Kalman-Bucy filter with vector autoregressive signal and noise |
scientific article; zbMATH DE number 7369016 |
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Linear Kalman-Bucy filter with vector autoregressive signal and noise (English)
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7 July 2021
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Kalman-Bucy filter
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vector autoregressive stationary process of high order
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0.9811766
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0.87062466
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0.86925423
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0.86699295
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0.86657935
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