Fast estimation methods for time-series models in state–space form (Q3615060)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast estimation methods for time-series models in state–space form |
scientific article |
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Fast estimation methods for time-series models in state–space form (English)
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17 March 2009
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state-space models
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subspace methods
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Kalman filter
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system identification
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maximum-likelihood
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