Initial Data Truncation for Univariate Output of Discrete-Event Simulations Using the Kalman Filter
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Publication:4363617
DOI10.1287/mnsc.42.4.559zbMath0891.93071OpenAlexW2093764433MaRDI QIDQ4363617
Peter S. Maybeck, Mark A. Gallagher, Kenneth W. jun. Bauer
Publication date: 22 July 1998
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.42.4.559
Kalman filtersdiscrete-event simulationdata truncationinitialization biasmultiple model adaptive estimation
Stochastic systems and control (93E99) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
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