The following pages link to A quadratic Kalman filter (Q494365):
Displaying 3 items.
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
- Recursive state estimation for stochastic nonlinear non-Gaussian systems using energy-harvesting sensors: a quadratic estimation approach (Q2103638) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
