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• W2227590589 abstract "In this article, the discrete time state space model with first-order autoregressive dependent process noise isconsidered and the recursive method for filtering, prediction and smoothing of the hidden state from the noisyobservation is designed. The explicit solution is obtained for the hidden state estimation problem. Finally, in asimulation study, the performance of the designed method for discrete time state space model with dependentprocess noise is verified." @default.
• W2227590589 created "2016-06-24" @default.
• W2227590589 creator A5034135861 @default.
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• W2227590589 date "2014-10-06" @default.
• W2227590589 modified "2023-09-23" @default.
• W2227590589 title "Hidden state estimation in the state space model with first-order autoregressive process noise" @default.
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• W2227590589 doi "https://doi.org/10.22099/ijsts.2014.2429" @default.
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