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The Diffuse Kalman Filter
Home
Publications
The Diffuse Kalman Filter
The Diffuse Kalman Filter
Piet De Jong
Piet De Jong
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1 June 1991
journal article
Published by
Institute of Mathematical Statistics
in
The Annals of Statistics
Vol. 19
(2)
,
1073-1083
https://doi.org/10.1214/aos/1176348139
Abstract
No abstract available
Keywords
STATE SPACE MODEL
LIKELIHOOD
COVARIANCE MATRIX
KALMAN FILTER
SMOOTHING
STATE SPACE
Cited by 193 articles