Fast Filtering and Smoothing for Multivariate State Space Models (Q62653): Difference between revisions
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1 March 2001
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| Property / author: Siem Jan Koopman / rank | |||||||||||||||
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| Property / author: J. Durbin / rank | |||||||||||||||
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Fast Filtering and Smoothing for Multivariate State Space Models (English) | |||||||||||||||
| Property / title: Fast Filtering and Smoothing for Multivariate State Space Models (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 0959.62081 / rank | |||||||||||||||
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| Property / full work available at URL: https://pure.uvt.nl/portal/en/publications/fast-filtering-and-smoothing-for-multivariate-state-space-models(3ca0d14b-21ad-427f-8631-efb16eb47081).html / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 1571611 / rank | |||||||||||||||
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Kalman filter | |||||||||||||||
| Property / zbMATH Keywords: Kalman filter / rank | |||||||||||||||
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multivariate state space models | |||||||||||||||
| Property / zbMATH Keywords: multivariate state space models / rank | |||||||||||||||
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fast algorithm | |||||||||||||||
| Property / zbMATH Keywords: fast algorithm / rank | |||||||||||||||
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vector spline smoothing | |||||||||||||||
| Property / zbMATH Keywords: vector spline smoothing / rank | |||||||||||||||
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Latest revision as of 18:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Filtering and Smoothing for Multivariate State Space Models |
scientific article |
Statements
21
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3
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281-296
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May 2000
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1 March 2001
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Fast Filtering and Smoothing for Multivariate State Space Models (English)
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Kalman filter
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multivariate state space models
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fast algorithm
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vector spline smoothing
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