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- W2488352885 abstract "The state space representation is a flexible technique originally developed in automatic control engineering to represent, model, and control dynamic systems. Thereby we summarize the unobserved or partially observed state of the system in period t by an m-dimensional vector X t . The evolution of the state is then described by a VAR of order one usually called the state equation. A second equation describes the connection between the state and the observations given by a n-dimensional vector Y t ." @default.
- W2488352885 created "2016-08-23" @default.
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- W2488352885 date "2016-01-01" @default.
- W2488352885 modified "2023-09-25" @default.
- W2488352885 title "State-Space Models and the Kalman Filter" @default.
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- W2488352885 doi "https://doi.org/10.1007/978-3-319-32862-1_17" @default.
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