Title of article
Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
Author/Authors
Fabio H. Nieto، نويسنده , , Victor M. Guerrero، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1995
Pages
8
From page
303
To page
310
Keywords
Recursive linear estimation , Singular and conditional statespacemodels , Kalman filter , Minimum mean square error , Temporal disaggregation
Journal title
Statistics and Probability Letters
Serial Year
1995
Journal title
Statistics and Probability Letters
Record number
138108
Link To Document