The discrete Kalman filter applied to linear regression models: statistical considerations and an application
- 1 March 1978
- journal article
- Published by Wiley in Statistica Neerlandica
- Vol. 32 (1) , 41-56
- https://doi.org/10.1111/j.1467-9574.1978.tb01383.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A view of three decades of linear filtering theoryIEEE Transactions on Information Theory, 1974
- Estimation Theory with Applications to Communication and ControlIEEE Transactions on Systems, Man, and Cybernetics, 1971
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949