scientific article

zbMATH Open0431.62063MaRDI QIDQ3868645

Raman K. Mehra

Publication date: 1979

Title of this publication is not available (Why is that?)

zbMATH Keywords

stabilitydesigninnovationGauss-Markov modeladaptive Kalman filtersforecasting of stock earningsgeneral nonlinear filtering equationsmultiple Kalman filterssurvey of Kalman filtering techniques

Mathematics Subject Classification ID

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

Related Items (1)

Analytical uses of Kalman filtering in econometrics — A survey

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