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Volumn , Issue , 2005, Pages 1-186

A Kalman filter primer

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EID: 85057655638     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Book
Times cited : (21)

References (19)
  • 2
    • 0001707631 scopus 로고
    • Estimation, filtering and smoothing in state space models with incompletely specified initial conditions
    • Ansley, C. F. and Kohn, R. (1985). Estimation, filtering and smoothing in state space models with incompletely specified initial conditions. The Annals of Statistics 13, 1286–1316.
    • (1985) The Annals of Statistics , vol.13 , pp. 1286-1316
    • Ansley, C.F.1    Kohn, R.2
  • 5
    • 0036003720 scopus 로고    scopus 로고
    • The equivalence between the Cholesky decomposition and the Kalman filter
    • Eubank, R. and Wang, S. (2002). The equivalence between the Cholesky decomposition and the Kalman filter. American Statistician 56, 39– 43.
    • (2002) American Statistician , vol.56 , pp. 39-43
    • Eubank, R.1    Wang, S.2
  • 7
    • 0000967948 scopus 로고
    • Best linear unbiased prediction in the generalized linear regression model
    • Goldberger, A. (1962). Best linear unbiased prediction in the generalized linear regression model. Journal of the American Statistical Association 57, 369–375.
    • (1962) Journal of the American Statistical Association , vol.57 , pp. 369-375
    • Goldberger, A.1
  • 10
    • 0000673380 scopus 로고
    • The likelihood for a state space model
    • de Jong, P. (1988). The likelihood for a state space model. Biometrika 75, 165–169.
    • (1988) Biometrika , vol.75 , pp. 165-169
    • de Jong, P.1
  • 11
    • 0001672910 scopus 로고
    • Smoothing and interpolation with the state-space model
    • de Jong, P. (1989). Smoothing and interpolation with the state-space model. Journal of the American Statistical Association 84, 1085–1088.
    • (1989) Journal of the American Statistical Association , vol.84 , pp. 1085-1088
    • de Jong, P.1
  • 12
    • 0000785218 scopus 로고
    • The diffuse Kalman filter
    • de Jong, P. (1991). The diffuse Kalman filter. The Annals of Statistics 19, 1073–1083.
    • (1991) The Annals of Statistics , vol.19 , pp. 1073-1083
    • de Jong, P.1
  • 13
    • 85024429815 scopus 로고
    • A new approach to linear filtering and prediciton problems
    • Kalman, R. (1960). A new approach to linear filtering and prediciton problems. Journal of Basic Engineering 82, 34–45.
    • (1960) Journal of Basic Engineering , vol.82 , pp. 34-45
    • Kalman, R.1
  • 14
    • 85024423711 scopus 로고
    • New results in linear filtering and prediction theory
    • Kalman, R. and Bucy, R. (1961). New results in linear filtering and prediction theory. Journal of Basic Engineering 85, 95–108.
    • (1961) Journal of Basic Engineering , vol.85 , pp. 95-108
    • Kalman, R.1    Bucy, R.2
  • 16
    • 0002658412 scopus 로고
    • A fast algorithm for signal extraction, influence and cross-validation in state space models
    • Kohn, R. and Ansley, C. (1989). A fast algorithm for signal extraction, influence and cross-validation in state space models. Biometrika 76, 65–79.
    • (1989) Biometrika , vol.76 , pp. 65-79
    • Kohn, R.1    Ansley, C.2
  • 18
    • 84972496336 scopus 로고
    • The BLUP is a good thing: The estimation of random effects
    • Robinson, G. (1991). The BLUP is a good thing: the estimation of random effects. Statist. Science 6, 15–51.
    • (1991) Statist. Science , vol.6 , pp. 15-51
    • Robinson, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.