Fast Filtering and Smoothing for Multivariate State Space Models (Q62653): Difference between revisions

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@@ Property / publication date @@
+March 2001Timestamp +2001-03-01T00:00:00Z
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++2001-03-01T00:00:00Z
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@@ Property / publication date: 1 March 2001 / rank @@
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@@ Property / author @@
+Siem Jan Koopman
@@ Property / author: Siem Jan Koopman / rank @@
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@@ Property / author @@
+J. Durbin
@@ Property / author: J. Durbin / rank @@
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@@ Property / title @@
+Fast Filtering and Smoothing for Multivariate State Space Models (English)
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@@ Property / zbMATH Open document ID @@
+.62081
@@ 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
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+1571611
@@ Property / zbMATH DE Number: 1571611 / rank @@
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@@ Property / zbMATH Keywords @@
+Kalman filter
@@ Property / zbMATH Keywords: Kalman filter / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate state space models
@@ Property / zbMATH Keywords: multivariate state space models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fast algorithm
@@ Property / zbMATH Keywords: fast algorithm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector spline smoothing
@@ Property / zbMATH Keywords: vector spline smoothing / rank @@
+Normal rank