On the Kalman filter with possibly degenerate and correlated errors

dc.contributor.author	Sengupta, Debasis
dc.date.accessioned	2012-11-20T09:56:04Z
dc.date.available	2012-11-20T09:56:04Z
dc.date.issued	2004
dc.identifier.citation	Linear Algebra and its Applications, v 388, p 327-340	en_US
dc.identifier.uri	http://hdl.handle.net/10263/4950
dc.language.iso	en	en_US
dc.subject	State space model	en_US
dc.subject	Linear model update	en_US
dc.subject	Singular dispersion matrix	en_US
dc.subject	Best linear unbiased prediction	en_US
dc.subject	Linear zero function	en_US
dc.title	On the Kalman filter with possibly degenerate and correlated errors	en_US
dc.type	Article	en_US