Filtering and smoothing of state vector for diffuse state-space models (Q4431629)
From MaRDI portal
scientific article; zbMATH DE number 1995763
Language | Label | Description | Also known as |
---|---|---|---|
English | Filtering and smoothing of state vector for diffuse state-space models |
scientific article; zbMATH DE number 1995763 |
Statements
Filtering and smoothing of state vector for diffuse state-space models (English)
0 references
22 October 2003
0 references
diffuse initialization
0 references
Kalman filter
0 references
smoothing
0 references