Gauss, Kalman and advances in recursive parameter estimation
Year of publication: |
2011
|
---|---|
Authors: | Young, Peter C. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 1, p. 104-146
|
Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation | Zustandsraummodell | State space model |
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