Restricted Kalman Filtering: Theory, Methods, and Application - Springerbriefs in Statistics - Adrian Pizzinga - Books - Springer-Verlag New York Inc. - 9781461447375 - July 24, 2012
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Adrian Pizzinga
Restricted Kalman Filtering: Theory, Methods, and Application - Springerbriefs in Statistics

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Suitable for graduate students, researchers and practitioners in statistics, this title offers developments on Kalman filtering subject to general linear constraints. It includes three types of contributions: proofs for results already established; results within the subject; and applications in investment analysis and macroeconomics.

72 pages, 9 black & white illustrations, 20 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 24, 2012
ISBN13 9781461447375
Publishers Springer-Verlag New York Inc.
Pages 72
Dimensions 156 × 234 × 3 mm   ·   113 g
Language English  

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