A comparison of mean squared error approximations for a small estimated state space model (Q862772)
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scientific article; zbMATH DE number 5118343
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| English | A comparison of mean squared error approximations for a small estimated state space model |
scientific article; zbMATH DE number 5118343 |
Statements
A comparison of mean squared error approximations for a small estimated state space model (English)
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24 January 2007
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state space models
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mean squared errors
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estimation uncertainty
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Kalman filter
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filtering
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maximum likelihood
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0.809622049331665
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0.8000773787498474
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0.759296178817749
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0.7546519637107849
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