Diffuse Restricted Kalman Filtering (Q2865269)
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scientific article; zbMATH DE number 6234612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffuse Restricted Kalman Filtering |
scientific article; zbMATH DE number 6234612 |
Statements
Diffuse Restricted Kalman Filtering (English)
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29 November 2013
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diffuse initialization
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general conditional expectation theory
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linear restrictions
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restricted Kalman filtering
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state space models
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statistical efficiency
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0.9279945
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0.8980203
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0.8781473
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