A generalized Kalman filter with its precision in recursive form when the stochastic model is misspecified
Crossref DOI link: https://doi.org/10.1007/s00190-021-01562-0
Published Online: 2021-09-03
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Teunissen, P. J. G. http://orcid.org/0000-0003-4143-6006
Khodabandeh, A.
Psychas, D.
Text and Data Mining valid from 2021-09-01
Version of Record valid from 2021-09-03
Article History
Received: 4 February 2021
Accepted: 16 August 2021
First Online: 3 September 2021
Declarations
:
: The authors declare that they have no conflict of interest.