Publication:
Square root kalman filter with contaminated observations

Simple item page
dc.affiliation.dptoUC3M. Departamento de Economíaes
dc.contributor.authorCipra, Tomas
dc.contributor.authorRomera, Rosario
dc.contributor.authorRubio, A.
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Economía
dc.date.accessioned2008-08-20T10:33:17Z
dc.date.available2008-08-20T10:33:17Z
dc.date.issued1992-03
dc.description.abstractThe algorithm of square root Kalman filtering for the case of contaminated observations is described in the paper. This algorithm is suitable for the parallel computer implementation allowing to treat dynamic linear systems with large number of state variables in a robust recursive way.
dc.format.mimetypeapplication/pdf
dc.identifier.issn2340-5031
dc.identifier.urihttps://hdl.handle.net/10016/2821
dc.language.isoeng
dc.relation.ispartofseriesWorking Papers
dc.relation.ispartofseries92-09
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEconomía
dc.subject.otherSquare root Kalman filter
dc.subject.otherRobust
dc.subject.otherParallel algorithm
dc.titleSquare root kalman filter with contaminated observations
dc.typeworking paper*
dspace.entity.typePublication
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
we9209.pdf
Size:
234.07 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
DE - Working Papers. Economics. WE
Economists Online