Initialiting the kalman filter for nonstationary state space models

Víctor Gómez; A. Gómez-Villegas

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales (1998)

  • Volume: 92, Issue: 4, page 377-385
  • ISSN: 1137-2141

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Gómez, Víctor, and Gómez-Villegas, A.. "Initialiting the kalman filter for nonstationary state space models." Revista de la Real Academia de Ciencias Exactas Físicas y Naturales 92.4 (1998): 377-385. <http://eudml.org/doc/42122>.

@article{Gómez1998,
author = {Gómez, Víctor, Gómez-Villegas, A.},
journal = {Revista de la Real Academia de Ciencias Exactas Físicas y Naturales},
language = {eng},
number = {4},
pages = {377-385},
title = {Initialiting the kalman filter for nonstationary state space models},
url = {http://eudml.org/doc/42122},
volume = {92},
year = {1998},
}

TY - JOUR
AU - Gómez, Víctor
AU - Gómez-Villegas, A.
TI - Initialiting the kalman filter for nonstationary state space models
JO - Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
PY - 1998
VL - 92
IS - 4
SP - 377
EP - 385
LA - eng
UR - http://eudml.org/doc/42122
ER -

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