A controlled linearized Kalman filter for economic forecasting and adaptive modelling
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Publication:1248490
DOI10.1016/0005-1098(78)90016-XzbMath0383.93043OpenAlexW2064718623MaRDI QIDQ1248490
Publication date: 1978
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(78)90016-x
Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Trade models (91B60)
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- Prediction of economic time-series by means of the Kalman filter†
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- The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models
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