Multiplicative Kalman filtering (Q1761531)

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Multiplicative Kalman filtering
scientific article

    Statements

    title
    Multiplicative Kalman filtering (English)
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    author
    Fabienne Comte
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    Mathieu Kessler
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    published in
    Test
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    publication date
    15 November 2012
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    zbMATH Keywords
    filtering
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    discrete time observations
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    hidden Markov models
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    parametric inference
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    scale perturbation
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62M20
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    60G35
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    60J60
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    zbMATH DE Number
    6106927
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