Multiplicative Kalman filtering
type: Item
instance of: scholarly article
title: Multiplicative Kalman filtering
zbMATH Open document ID: 1274.62549
author: F. Comte
author: V. Genon-Catalot
author: Mathieu Kessler
published in: Test
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6106927
zbMATH Keywords: filtering
zbMATH Keywords: discrete time observations
zbMATH Keywords: hidden Markov models
zbMATH Keywords: parametric inference
zbMATH Keywords: scale perturbation
Wikidata QID: Q57718435
MaRDI profile type: Publication
full work available at URL: s11749-010-0208-0
OpenAlex ID: W1982852669
cites work: Inference in hidden Markov models.
cites work: Computable infinite-dimensional filters with applications to discretized diffusion processes
cites work: A non-linear explicit filter.
cites work: Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter
cites work: Sufficient conditions for finite dimensionality of filters in discrete time: A Laplace transform-based approach
cites work: Finite dimensional filter systems in discrete time
DOI: 10.1007/S11749-010-0208-0
description: scientific article; zbMATH DE number 6106927