Covariances for smoothed estimates in state space models (Q3796595)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariances for smoothed estimates in state space models |
scientific article |
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Covariances for smoothed estimates in state space models (English)
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1988
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recursive formula for covariance matrices
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Kalman filter
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smoothing
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fixed interval smoothing algorithm
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state space models
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smoothed estimates
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