Publication details

The Iterative Kalman Filter Smoother and Its Applications

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Authors

VAŠÍČEK Osvald VLČEK Jan

Year of publication 2002
Type Article in Periodical
Magazine / Source Bulletin of the Czech Econometric Society
MU Faculty or unit

Faculty of Economics and Administration

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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