Multiplicative Kalman filtering
No abstract is available for this item.
Volume (Year): 20 (2011)
Issue (Month): 2 (August)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=120411|
|Order Information:||Web: http://link.springer.de/orders.htm|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Genon-Catalot, Valentine, 2003. "A non-linear explicit filter," Statistics & Probability Letters, Elsevier, vol. 61(2), pages 145-154, January.
- Chaleyat-Maurel, Mireille & Genon-Catalot, Valentine, 2006. "Computable infinite-dimensional filters with applications to discretized diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1447-1467, October.
When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:389-411. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.