Fast Filtering and Smoothing for Multivariate State Space Models (Q62653)
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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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