Alternative equations for combining the results of Kalman filters.

DOI10.1016/S0167-9473(98)00069-3zbMath1042.60506OpenAlexW2127297068MaRDI QIDQ1275539

Ross H. Taplin

Publication date: 12 January 1999

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00069-3

zbMATH Keywords

Time seriesState space representationReverse Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Infinitesimal robustness for autoregressive processes
• Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
• The reverse kalman filter

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