Covariances for smoothed estimates in state space models (Q3796595): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/biomet/75.3.601 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2069037334 / rank | |||
Normal rank | |||
Latest revision as of 01:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariances for smoothed estimates in state space models |
scientific article |
Statements
Covariances for smoothed estimates in state space models (English)
0 references
1988
0 references
recursive formula for covariance matrices
0 references
Kalman filter
0 references
smoothing
0 references
fixed interval smoothing algorithm
0 references
state space models
0 references
smoothed estimates
0 references
