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[Wiley] INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

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journalㄩJournal of Time Series Analysis

AuthorsㄩRalph D. Snyder; Grant R. Saligari

Published dateㄩ1996-7-

DOIㄩ10.1111/j.1467-9892.1996.tb00285.x

PDF linkㄩhttps://onlinelibrary.wiley.com/ ... 9892.1996.tb00285.x

Article linkㄩhttps://doi.org/10.1111/j.1467-9892.1996.tb00285.x

Article SourceㄩWiley﹝


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