Diffuse Kalman filtering with linear constraints on the state parameters.

Autor: Pizzinga, Adrian1 (AUTHOR) adrianhpster@gmail.com, Fernandes, Marcelo2 (AUTHOR)
Zdroj: Communications in Statistics: Theory & Methods. 2023, Vol. 52 Issue 24, p8884-8893. 10p.
Databáze: Business Source Ultimate