RT Generic
T1 Square root kalman filter with contaminated observations
A1 Cipra, Tomas
A1 Romera, Rosario
A1 Rubio, A.
A2 Universidad Carlos III de Madrid. Departamento de Economía, 
AB The 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.
SN 2340-5031
YR 1992
FD 1992-03
LK https://hdl.handle.net/10016/2821
UL https://hdl.handle.net/10016/2821
LA eng
DS e-Archivo
RD 1 may. 2024