Computational aspects of kalman filtering with a diffuse prior distribution*
- 1 February 1988
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 29 (1) , 77-86
- https://doi.org/10.1080/00949658808811051
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing DataJournal of the American Statistical Association, 1986
- Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial ConditionsThe Annals of Statistics, 1985
- Least Squares Computations by Givens Transformations Without Square RootsIMA Journal of Applied Mathematics, 1973
- Discrete square root filtering: A survey of current techniquesIEEE Transactions on Automatic Control, 1971