scientific article; zbMATH DE number 3671539

zbMATH Open0431.62063MaRDI QIDQ3868645FDOQ3868645

Authors: Raman K. Mehra 

Publication date: 1979

Title of this publication is not available (Why is that?)

zbMATH Keywords

innovationstabilitydesignGauss-Markov modeladaptive Kalman filtersforecasting of stock earningsgeneral nonlinear filtering equationsmultiple Kalman filterssurvey of Kalman filtering techniques

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (1)

• Analytical uses of Kalman filtering in econometrics — A survey

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