مرکز منطقه ای اطلاع رساني علوم و فناوري - Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated

Title of article :

Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated

Author/Authors :

Fabio H. Nieto، نويسنده , , Victor M. Guerrero، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1995

Pages :

From page :

303

To page :

310

Keywords :

Recursive linear estimation , Singular and conditional statespacemodels , Kalman filter , Minimum mean square error , Temporal disaggregation

Journal title :

Statistics and Probability Letters

Serial Year :

1995

Journal title :

Statistics and Probability Letters

Record number :

138108

Link To Document :