Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2020
|
| Materias: | |
| 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 |