Adaptive and robust experimental design for linear dynamical models using Kalman filter

DOI10.1007/S00362-023-01438-9MaRDI QIDQ6080697zbMATH OpenFDO

Authors Arno Strouwen, Bart M. Nicolai, P. Goos

Publication date 4 October 2023

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

Kalman filteroptimal experimental designdynamical systemBayesian experimental designadaptive experimental design

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 4055377 (Why is no real title available?)
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Cited in

(2)

• Testing omitted variables in VARs
• Replication in random translation designs

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