A controlled linearized Kalman filter for economic forecasting and adaptive modelling

DOI10.1016/0005-1098(78)90016-XMaRDI QIDQ1248490zbMATH OpenOpenAlexFDO

Authors L. F. Pau

Publication date 1978

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(78)90016-x

Mathematics Subject Classification ID

Trade models (91B60) Adaptive control/observation systems (93C40) Filtering in stochastic control theory (93E11)

Cites work

• A differential game among sectors in a macroeconomy
• A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
• Application of adaptive control to economic stabilization policy
• Feedback regulators for jump parameter systems with state and control dependent transition rates
• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• Optimal continuous finite preview problem
• Optimization of stochastic systems. Topics in discrete-time systems
• Prediction of economic time-series by means of the Kalman filter†
• Problemes de temps d’arret optimal et inequations variationnelles paraboliques
• Stochastic processes and filtering theory
• The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models
• The Identification Problem for Multiple Equation Systems with Moving Average Errors

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