Informace o publikaci
The Iterative Kalman Filter Smoother and Its Applications
| Autoři | |
|---|---|
| Rok publikování | 2002 |
| Druh | Článek v odborném periodiku |
| Časopis / Zdroj | Bulletin of the Czech Econometric Society |
| Fakulta / Pracoviště MU | |
| Citace | |
| Obor | Ekonomie |
| Klíčová slova | Extended Kalman Filter |
| Popis | The Iterative kalman Filter Smoother is the method for estimation of initial states and parametrers of models in the state space form. Tis estimation proedure is described in the paper along with its basic properties. |
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