Filtering and smoothing algorithms for state space models
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Publication:909400
DOI10.1016/0898-1221(89)90104-1zbMath0694.62044OpenAlexW2054807700MaRDI QIDQ909400
Publication date: 1989
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(89)90104-1
smoothing algorithmsfiltering algorithmsstate modellimiting normalized likelihoodmodified Kalman filterpartially diffuse initial conditions
Cites Work
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