Kalman Filtering with Random Coefficients and Contractions (Q3138076)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Kalman Filtering with Random Coefficients and Contractions |
scientific article; zbMATH DE number 431292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Kalman Filtering with Random Coefficients and Contractions |
scientific article; zbMATH DE number 431292 |
Statements
Kalman Filtering with Random Coefficients and Contractions (English)
0 references
13 April 1994
0 references
Kalman filter
0 references
Riccati equation
0 references
Riccati transformation
0 references
stochastic stationary parameters
0 references
0.794621467590332
0 references
0.7912380695343018
0 references
0.7873114943504333
0 references
