Kalman recursions aggregated online

DOI10.1007/s00362-023-01410-7zbMATH Open1543.62536MaRDI QIDQ6549166

Eric Adjakossa, Yannig Goude, Olivier Wintenberger

Publication date: 3 June 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

Kalman filterexperts ensembleKalman recursions aggregated online (KAO)online aggregation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05)

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