scientific article; zbMATH DE number 2234518

MaRDI QIDQ5709865zbMATH OpenFDO

Authors Elena Pervukhina, Jean-François Emmenegger

Publication date 30 November 2005

zbMATH Keywords

Kalman filterKullback-Leibler divergence informationstate space time series models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05)

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• RATS

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