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• W2127297068 abstract "New equations are provided to combine the results of the Kalman filter applied in the usual way and the Kalman filter applied in the reverse direction in time. The new equations require fewer matrix inversions and are applicable under very mild conditions on the state space representation of the time series model. These equations form the basis of computationally efficient methods for investigating the possibility of anomalies such as outliers in a time series." @default.
• W2127297068 created "2016-06-24" @default.
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• W2127297068 date "1998-12-01" @default.
• W2127297068 modified "2023-09-26" @default.
• W2127297068 title "Alternative equations for combining the results of Kalman filters" @default.
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• W2127297068 doi "https://doi.org/10.1016/s0167-9473(98)00069-3" @default.
• W2127297068 hasPublicationYear "1998" @default.
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