✦ LIBER ✦

FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

✍ Scribed by Craig F. Ansley; Robert Kohn

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

STATE SPACE MODELS WITH DIFFUSE INITIAL

✍ Pablo Marshall 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 177 KB

Filtering and smoothing of state vector

✍ S. J. Koopman; J. Durbin 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB

Likelihood functions for state space mod

✍ Marc K. Francke; Siem Jan Koopman; Aart F. De Vos 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 656 KB

Estimability of the linear effects in st

✍ Rajesh Selukar 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 82 KB

Robust Kalman filter and smoother for er

✍ Jaafar Almutawa 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 194 KB