The interval versions of the Kalman filter and the EM algorithm
From MaRDI portal
Publication:1690839
DOI10.1186/1687-1847-2012-172zbMath1377.93159WikidataQ59291747 ScholiaQ59291747MaRDI QIDQ1690839
Ravi P. Agarwal, Obaid Jefain Julaighim Algahtani, Jaafar AlMutawa, Mohamed A. El-Gebeily
Publication date: 12 January 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1687-1847-2012-172
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
Uses Software