A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance (Q3782627)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance |
scientific article |
Statements
1988
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state-space models
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minimum mean squared error linear estimators
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error covariance matrices
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linear Bayes theory
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Gauss-Markov theory
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Poisson distribution
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autoregressive process
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steady-state generalized Kalman filter algorithm
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generalization of exponential smoothing
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Poisson process
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time-varying intensity
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A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance (English)
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