Extension of the Chandrasekhar filter to the case of periodic state-space models (Q2472984)
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scientific article; zbMATH DE number 5240804
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| English | Extension of the Chandrasekhar filter to the case of periodic state-space models |
scientific article; zbMATH DE number 5240804 |
Statements
Extension of the Chandrasekhar filter to the case of periodic state-space models (English)
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25 February 2008
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Kalman filter
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periodic time-varying state-space models
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linear least squares estimation
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0.9245584607124328
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0.8602132797241211
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0.774981677532196
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0.7633732557296753
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0.7625653743743896
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