Bayesian Kalman filtering with elliptically contoured errors
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Publication:4319918
DOI10.1093/biomet/81.2.390zbMath0807.62078OpenAlexW1996691256MaRDI QIDQ4319918
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Publication date: 15 January 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/81.2.390
Kalman filterscale mixturerecursive equationsweak robustnessconditional posterior distributionmultivariate Student tgeneral elliptic distributionindependent normally distributed error sourcesone- step ahead predictive distribution
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