Gauss, Kalman and advances in recursive parameter estimation

DOI10.1002/for.1187zbMath1217.91151MaRDI QIDQ3018540

Peter C. Young

Publication date: 27 July 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1187

zbMATH Keywords

Kalman filter; recursive parameter estimation; adaptive forecasting

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

Related Items

A New Recursive Estimation Method for Single Input Single Output Models, On unified framework for nonlinear grey system models: an integro-differential equation perspective

Uses Software

• EnKF
• CAPTAIN

Cites Work

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