Kalman filter with variance components

Lubomír Kubáček; Ludmila Kubáčková

Mathematica Slovaca (1995)

  • Volume: 45, Issue: 5, page 523-540
  • ISSN: 0139-9918

How to cite


Kubáček, Lubomír, and Kubáčková, Ludmila. "Kalman filter with variance components." Mathematica Slovaca 45.5 (1995): 523-540. <http://eudml.org/doc/32176>.

author = {Kubáček, Lubomír, Kubáčková, Ludmila},
journal = {Mathematica Slovaca},
keywords = {variance components; prediction; Kalman filter; measurement noise; process noise},
language = {eng},
number = {5},
pages = {523-540},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Kalman filter with variance components},
url = {http://eudml.org/doc/32176},
volume = {45},
year = {1995},

AU - Kubáček, Lubomír
AU - Kubáčková, Ludmila
TI - Kalman filter with variance components
JO - Mathematica Slovaca
PY - 1995
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 45
IS - 5
SP - 523
EP - 540
LA - eng
KW - variance components; prediction; Kalman filter; measurement noise; process noise
UR - http://eudml.org/doc/32176
ER -


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  5. RAO C. R., KLEFFE J., Estimation of Variance Components and Applications, North-Holland, Amsterdam-New York-Oxford-Tokyo, 1988. (1988) Zbl0645.62073MR0933559
  6. SCHAFFRIN B., Generating Robustified Kalman Filters for the Integration of GPS and INS, Technical Report No. 15 (1991), Institute of Geodesy, University of Stuttgart. (1991) 
  7. VOLAUFOVÁ J., WITKOVSKÝ V., Estimation of variance components in mixed linear models, Appl. Math. 37 (1992), 139-148. (1992) Zbl0746.62066MR1149163
  8. VOLAUFOVÁ J., A brief survey on the linear methods in variance-covariance components models, In: Proceedings of MODA 3, St. Petersburg, May 25-30, 1992. (1992) MR1281860

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