Kalman filtering from POP-based diagonalization of ARH(1)

  1. Ruiz-Medina, M.D.
  2. Salmerón, R.
  3. Angulo, J.M.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2007

Volume: 51

Issue: 10

Pages: 4994-5008

Type: Article

DOI: 10.1016/J.CSDA.2006.07.013 GOOGLE SCHOLAR
Data source: Scopus