Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated (Q1347198): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:01, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated |
scientific article |
Statements
Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated (English)
0 references
6 June 1995
0 references
minimum mean square error
0 references
recursive linear estimation
0 references
singular and conditional state-space models
0 references
temporal disaggregation
0 references
Kalman filter equations
0 references
disturbance probability distributions
0 references