A synopsis of the smoothing formulae associated with the Kalman Filter

H.R. Merkus, D.S.G. Pollock, A.F. de Vos

Research output: Working paperProfessional

70 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1991

Publication series

NameSerie Research Memoranda
No.1991-79

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