Initial Data Truncation for Univariate Output of Discrete-Event Simulations Using the Kalman Filter
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Publication:4363617
DOI10.1287/mnsc.42.4.559zbMath0891.93071MaRDI QIDQ4363617
Peter S. Maybeck, Mark A. Gallagher, Kenneth W. jun. Bauer
Publication date: 22 July 1998
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.42.4.559
Kalman filters; discrete-event simulation; data truncation; initialization bias; multiple model adaptive estimation
93E99: Stochastic systems and control
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
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