Initialiting the kalman filter for nonstationary state space models

  1. Gómez, Víctor
  2. Gómez Villegas, Miguel Ángel
Journal:
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales

ISSN: 1137-2141

Year of publication: 1998

Volume: 92

Issue: 4

Pages: 377-385

Type: Article

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