On the Automatic Identification of Unobserved Components Models (Q5048329)
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scientific article; zbMATH DE number 7617287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Automatic Identification of Unobserved Components Models |
scientific article; zbMATH DE number 7617287 |
Statements
On the Automatic Identification of Unobserved Components Models (English)
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16 November 2022
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unobserved components models
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state-space systems
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Kalman filter
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smoother algorithm
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maximum likelihood
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