Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters
This paper aims to discuss some practical problems on linear state space models with estimated parameters. While the existing research focuses on the prediction mean square error of the Kalman filter estimators, this work presents some results on bias propagation into both one-step ahead and update...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10773/15570 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/15570 |