INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE...

Journal of Time Series Analysis 1996 Vol. 17; Iss. 4

INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

Ralph D. Snyder, Grant R. Saligari
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Volume:
17
Year:
1996
Language:
english
Pages:
16
DOI:
10.1111/j.1467-9892.1996.tb00285.x
File:
PDF, 766 KB
english, 1996
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