Bayesian Kalman filtering with elliptically contoured errors (Q4319918)
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scientific article; zbMATH DE number 711521
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian Kalman filtering with elliptically contoured errors |
scientific article; zbMATH DE number 711521 |
Statements
Bayesian Kalman filtering with elliptically contoured errors (English)
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15 January 1995
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scale mixture
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weak robustness
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multivariate Student t
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recursive equations
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Kalman filter
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independent normally distributed error sources
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general elliptic distribution
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conditional posterior distribution
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one- step ahead predictive distribution
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0.8071159720420837
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0.7668941617012024
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0.7631404995918274
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