The interval versions of the Kalman filter and the EM algorithm

DOI10.1186/1687-1847-2012-172zbMath1377.93159OpenAlexW2050205149WikidataQ59291747 ScholiaQ59291747MaRDI QIDQ1690839

Ravi P. Agarwal, Mohamed A. El-Gebeily, Jaafar AlMutawa, Obaid Jefain Julaighim Algahtani

Publication date: 12 January 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2012-172

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Related Items (1)

Variance-constrained filtering for nonlinear systems with randomly occurring quantized measurements: recursive scheme and boundedness analysis

Uses Software

• astsa

Cites Work

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Conjugate directions method for solving interval linear systems
• Stochastic processes and filtering theory
• Inverse Interval Matrix
• Set-valued analysis
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