The Iterative Kalman Filter Smoother and Its Applications
| Authors | |
|---|---|
| Year of publication | 2002 |
| Type | Article in Periodical |
| Magazine / Source | Bulletin of the Czech Econometric Society |
| MU Faculty or unit | |
| Citation | |
| Field | Economy |
| Keywords | Extended Kalman Filter |
| Description | The Iterative kalman Filter Smoother is the method for estimation of initial states and parametrers of models in the state space form. Tis estimation proedure is described in the paper along with its basic properties. |
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