Square root kalman algorithms in econometrics
- 1 January 1988
- journal article
- research article
- Published by Springer Nature in Computational Economics
- Vol. 1 (1) , 41-51
- https://doi.org/10.1007/bf00435202
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Discrete square root filtering: A survey of current techniquesIEEE Transactions on Automatic Control, 1971
- A square root formulation of the Kalman- Schmidt filter.AIAA Journal, 1967
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961