A SAS/IML program using the Kalman filter for estimating state space models

Behavior Research Methods

Volumn 45, Issue 1, 2013, Pages 38-53

  Gu, Fei ^a   Yung, Yiu Fai ^b  

^a UNIVERSITY OF KANSAS   (United States)

^b SAS INSTITUTE INC   (United States)

Author keywords

Kalman filter; SAS IML; State space model

Indexed keywords

ALGORITHM; ARTICLE; COMPUTER INTERFACE; COMPUTER PROGRAM; HUMAN; NORMAL DISTRIBUTION; PSYCHOLOGICAL MODEL; STATISTICAL MODEL;

ALGORITHMS; HUMANS; LIKELIHOOD FUNCTIONS; MODELS, PSYCHOLOGICAL; MODELS, STATISTICAL; NORMAL DISTRIBUTION; SOFTWARE; USER-COMPUTER INTERFACE;

EID: 84874361385     PISSN: 1554351X     EISSN: 15543528     Source Type: Journal    
DOI: 10.3758/s13428-012-0227-8     Document Type: Article

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