SMOOTHING WITH AN UNKNOWN INITIAL CONDITION (Q3440779)

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SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
scientific article

    Statements

    title
    SMOOTHING WITH AN UNKNOWN INITIAL CONDITION (English)
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    author
    Piet de Jong
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    Singfat Chu-Chun-Lin
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    publication date
    29 May 2007
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    zbMATH Keywords
    state space model
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    Kalman filter
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    smoothing filter
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    60G35
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    62M10
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    zbMATH DE Number
    5158770
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