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Restricted Kalman Filtering Theory by Pizzinga Adrian (11 results)
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US$ 44.95
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Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics, 12)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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US$ 56.05
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Restricted Kalman Filtering : Theory, Methods, and Application
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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US$ 63.74
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Add to basketPaperback. Condition: Brand New. 2012 edition. 72 pages. 9.25x6.10x0.17 inches. In Stock.
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter - each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).
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Restricted Kalman Filtering : Theory, Methods, and Application
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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US$ 114.45
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US$ 103.30
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Restricted Kalman Filtering: Theory, Methods, and Application
Published by Springer-Verlag New York Inc., 2012
ISBN 10: 1461447372 ISBN 13: 9781461447375
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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US$ 64.85
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Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 145.
