Estimability of the linear effects in state space models with an unknown initial condition (Q5391312)
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scientific article; zbMATH DE number 5875088
Language | Label | Description | Also known as |
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English | Estimability of the linear effects in state space models with an unknown initial condition |
scientific article; zbMATH DE number 5875088 |
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Estimability of the linear effects in state space models with an unknown initial condition (English)
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6 April 2011
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diffuse initial condition
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Kalman filter
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