The reverse kalman filter

DOI10.1080/03610929808832242zbMath0926.62088OpenAlexW1977359232MaRDI QIDQ4216803

Ross H. Taplin

Publication date: 28 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832242

zbMATH Keywords

time seriesoutlierstate spacelevel shiftleave-\(k\)-out

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (1)

Alternative equations for combining the results of Kalman filters.

Cites Work

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• Smoothing and Interpolation with the State-Space Model

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