首页   按字顺浏览 期刊浏览 卷期浏览 Smoothing and Interpolation with the State-Space Model
Smoothing and Interpolation with the State-Space Model

 

作者: Piet de Jong,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1989）
卷期: Volume 84, issue 408  

页码: 1085-1088

 

ISSN:0162-1459

 

年代: 1989

 

DOI:10.1080/01621459.1989.10478876

 

出版商: Taylor & Francis Group

 

关键词: Kalman filter

 

数据来源: Taylor

 

摘要:

A new result dealing with smoothing and interpolation in the state-space model is developed and explored. The result simplifies the derivation of existing smoothing algorithms and provides alternate forms that have analytic and practical computing advantages. The connection to signal extraction and interpolation is explored, and diffuse specifications are considered.

 

点击下载:  PDF (711KB)



返 回