A note on Kalman Filter

DOI10.1073/PNAS.191354498MaRDI QIDQ4547680zbMATH OpenOpenAlexWikidataFDO

Authors C. R. Rao

Publication date 11 September 2002

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL http://www.pnas.org/content/vol98/issue19/#STATISTICS

zbMATH Keywords

recursive estimationmissing observationsdynamical and observational equationsreduction to linear equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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(7)

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• Comments on ‘Frequency domain properties of Kalman filters’
• A note on Kalman filtering for the seasonal moving average model
• Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
• Kalman filtering and forecasting algorithms with use of nonparametric functional estimators
• Predicting steam production using Kalman filter
• A low dimensional Kalman filter for systems with lagged states in the measurement equation

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