A controlled linearized kalman filter for economic forecasting and adaptive modelling
- 31 March 1978
- journal article
- Published by Elsevier in Automatica
- Vol. 14 (2) , 119-128
- https://doi.org/10.1016/0005-1098(78)90016-x
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- The Identification Problem for Multiple Equation Systems with Moving Average ErrorsEconometrica, 1971
- Prediction of economic time-series by means of the Kalman filter†International Journal of Systems Science, 1970