Initialiting the kalman filter for nonstationary state space models
Gómez, Víctor ; Gómez-Villegas, A.
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales, Tome 92 (1998), p. 377-385 / Harvested from Biblioteca Digital de Matemáticas
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Publié le : 1998-01-01
DMLE-ID : 4581 
@article{urn:eudml:doc:42122,
     title = {Initialiting the kalman filter for nonstationary state space models},
     journal = {Revista de la Real Academia de Ciencias Exactas F\'\i sicas y Naturales},
     volume = {92},
     year = {1998},
     pages = {377-385},
     zbl = {1278.93266},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:42122}
}

Gómez, Víctor; Gómez-Villegas, A. Initialiting the kalman filter for nonstationary state space models. Revista de la Real Academia de Ciencias Exactas Físicas y Naturales, Tome 92 (1998) pp. 377-385. http://gdmltest.u-ga.fr/item/urn:eudml:doc:42122/