Specification of initial Kalman recursions of symmetric nonlinear state-space model

A new class of nonlinear Time Series model referred to as Symmetric Nonlinear State-Space Model (SNSSM) was successfully developed using Kalman filter methodology. Some vital properties of the SNSSM such as optimal Kalman gain and optimal filter state covariance were derived. We finally initialized...

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Detalles Bibliográficos
Autores principales: Tasi'u, M., Dikko, H.G., Shittu, O.I., Fulatan, I.A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7560593/
https://www.ncbi.nlm.nih.gov/pubmed/33088942
http://dx.doi.org/10.1016/j.heliyon.2020.e05152

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7560593/
https://www.ncbi.nlm.nih.gov/pubmed/33088942
http://dx.doi.org/10.1016/j.heliyon.2020.e05152

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