Modeling and Credibility of Random Ensembles

DOI10.1177/003754978203800305zbMath0482.93059OpenAlexW2042156782MaRDI QIDQ3941289

Naim A. Kheir, Willard Holmes

Publication date: 1982

Published in: SIMULATION (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/003754978203800305

zbMATH Keywords

Kalman filteraerospace applicationsmodel validationBayes filtersquare-root filterprobability modelingBox- Jenkins time seriesfixed-memorygeneralized expanding memory filtermodel credibility

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Cites Work

• Stochastic models, estimation, and control. Vol. 1
• Time series analysis
• A view of three decades of linear filtering theory
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