A low dimensional Kalman filter for systems with lagged states in the measurement equation (Q498814)
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scientific article; zbMATH DE number 6486714
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| English | A low dimensional Kalman filter for systems with lagged states in the measurement equation |
scientific article; zbMATH DE number 6486714 |
Statements
A low dimensional Kalman filter for systems with lagged states in the measurement equation (English)
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29 September 2015
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Kalman filter
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lagged observables
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Kalman smoother
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simulation smoother
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0.8828149437904358
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0.749553918838501
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0.7495535016059875
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