The Weighted Least-Squares Approach to State Estimation in Linear State Space Models: The Case of Correlated Noise Terms
Article in Algorithms (May 2024)
The most recent citing publications are shown below. View all 11 publications that cite this research output on Dimensions.
Article in Algorithms (May 2024)
Preprint in SSRN Electronic Journal (January 2024)
Article in Applied and Computational Harmonic Analysis (January 2024)