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- W2072866936 abstract "In the case of state space models with an unknown initial condition, the diffuse Kalman smoother can be used to obtain smoothed state estimates. When the full initial state is not estimable because the available data are insufficient, some linear combinations of the states can still be estimable. This brief note provides a simple method to determine whether a linear combination of a state is estimable." @default.
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- W2072866936 date "2010-05-01" @default.
- W2072866936 modified "2023-09-25" @default.
- W2072866936 title "Estimability of the linear effects in state space models with an unknown initial condition" @default.
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- W2072866936 doi "https://doi.org/10.1111/j.1467-9892.2010.00653.x" @default.
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