The reverse kalman filter

DOI10.1080/03610929808832242MaRDI QIDQ4216803zbMATH OpenOpenAlexFDO

Authors Ross H. Taplin

Publication date 28 November 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929808832242

zbMATH Keywords

leave-\(k\)-outlevel shiftoutlierstate spacetime series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• Smoothing and Interpolation with the State-Space Model

Cited in

(3)

• Further investigation into restricted Kalman filtering
• Alternative equations for combining the results of Kalman filters.
• scientific article; zbMATH DE number 6719612 (Why is no real title available?)

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