Diffuse Restricted Kalman Filtering (Q2865269)

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Diffuse Restricted Kalman Filtering
scientific article

    Statements

    title
    Diffuse Restricted Kalman Filtering (English)
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    author
    Adrian Pizzinga
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    publication date
    29 November 2013
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    zbMATH Keywords
    diffuse initialization
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    general conditional expectation theory
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    linear restrictions
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    restricted Kalman filtering
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    state space models
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    statistical efficiency
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    Identifiers

    zbMATH DE Number
    6234612
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