A synopsis of the smoothing formulae associated with the Kalman filter
type: Item
instance of: scholarly article
title: A synopsis of the smoothing formulae associated with the Kalman filter
zbMATH Open document ID: 0789.62075
DOI: 10.1007/BF01299174
author: H. R. Merkus
author: D. Stephen G. Pollock
author: Aart F. de Vos
published in: Computational Economics
publication date: 1994-03-14T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 515418
zbMATH Keywords: state space models
zbMATH Keywords: conditional expectations
zbMATH Keywords: forward-backward algorithm
zbMATH Keywords: smoothing formulae
zbMATH Keywords: Kalman filter
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 515418