A note on Kalman Filter

DOI10.1073/PNAS.191354498zbMATH Open0993.62084OpenAlexW2111814517WikidataQ33943611 ScholiaQ33943611MaRDI QIDQ4547680

C. R. Rao

Publication date: 11 September 2002

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: http://www.pnas.org/content/vol98/issue19/#STATISTICS

zbMATH Keywords

missing observationsrecursive estimationreduction to linear equationsdynamical and observational equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (2)

Comments on ‘Frequency domain properties of Kalman filters’ ⋮ A note on Kalman filtering for the seasonal moving average model

This page was built for publication: A note on Kalman Filter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4547680)