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Precision-based sampling for state space models that have no measurement error - MaRDI portal

Precision-based sampling for state space models that have no measurement error (Q6094495)

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scientific article; zbMATH DE number 7737424
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English
Precision-based sampling for state space models that have no measurement error
scientific article; zbMATH DE number 7737424

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    Precision-based sampling for state space models that have no measurement error (English)
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    14 September 2023
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    state space models
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    signal extraction
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    Kalman filter and smoother
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    precision-based sampling
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    band matrix
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