Study on Kalman filter in time series analysis
Cipra, Tomáš ; Motyková, I.
Commentationes Mathematicae Universitatis Carolinae, Tome 028 (1987), p. 549-563 / Harvested from Czech Digital Mathematics Library
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Publié le : 1987-01-01
Classification:  60G25,  60G35,  62M09,  62M10,  62M20 
@article{106567,
     author = {Tom\'a\v s Cipra and I. Motykov\'a},
     title = {Study on Kalman filter in time series analysis},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {028},
     year = {1987},
     pages = {549-563},
     zbl = {0628.62093},
     mrnumber = {912583},
     language = {en},
     url = {http://dml.mathdoc.fr/item/106567}
}

Cipra, Tomáš; Motyková, I. Study on Kalman filter in time series analysis. Commentationes Mathematicae Universitatis Carolinae, Tome 028 (1987) pp. 549-563. http://gdmltest.u-ga.fr/item/106567/

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