The application of the Kalman filter to nonstationary time series through time deformation (Q3077663)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The application of the Kalman filter to nonstationary time series through time deformation |
scientific article |
Statements
The application of the Kalman filter to nonstationary time series through time deformation (English)
0 references
22 February 2011
0 references
time-varying frequencies: time transformation
0 references
state space
0 references
0 references