Utilisation de l'algorithme de Kalman pour le traitement des séries chronologiques

B. Dubuisson; J. J. Schwarz

RAIRO - Operations Research - Recherche Opérationnelle (1973)

  • Volume: 7, Issue: V1, page 21-29
  • ISSN: 0399-0559

How to cite

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Dubuisson, B., and Schwarz, J. J.. "Utilisation de l'algorithme de Kalman pour le traitement des séries chronologiques." RAIRO - Operations Research - Recherche Opérationnelle 7.V1 (1973): 21-29. <http://eudml.org/doc/104560>.

@article{Dubuisson1973,
author = {Dubuisson, B., Schwarz, J. J.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {fre},
number = {V1},
pages = {21-29},
publisher = {EDP-Sciences},
title = {Utilisation de l'algorithme de Kalman pour le traitement des séries chronologiques},
url = {http://eudml.org/doc/104560},
volume = {7},
year = {1973},
}

TY - JOUR
AU - Dubuisson, B.
AU - Schwarz, J. J.
TI - Utilisation de l'algorithme de Kalman pour le traitement des séries chronologiques
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1973
PB - EDP-Sciences
VL - 7
IS - V1
SP - 21
EP - 29
LA - fre
UR - http://eudml.org/doc/104560
ER -

References

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  1. [1] KALMAN R. E. et BUCY R., New results in linear filtering and prediction theory, Trans. A.S.M.E., J. Basic Eng., vol. 83 D., mars 1961, p. 95-108. MR234760
  2. [2] D'HOERAENE J. et LEDOUX Y., La prévision dans l'entreprise, Dunod, 1971. 
  3. [3] KAUFMAN H. et GROBOILLOT J. L., La prévision économique à court terme. . Méthodes générales. Lissage exponentiel, Dunod, 1968. 
  4. [4] VAN TREES H. L., Detection, estimation and modulation theory (Part 1), John Wileyand Sons, New York, 1968. Zbl0202.18002
  5. [5] SAGE A. P. et MELSA J. L., Estimation theory with applications to communicationsand control, , Mac Graw Hill, 1971. Zbl0255.62005MR501447
  6. [6] PAPOULI A., Probability random variables and stochastic process, Mac Graw Hill, New York, 1965. Zbl0558.60001MR176501

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