A sparse Kalman Filter: a non-recursive approach
Year of publication: |
2023
|
---|---|
Authors: | Andrle, Michal ; Brůha, Jan |
Publisher: |
Praha : Czech National Bank, Economic Research Department |
Subject: | Kalman filter | regularization | sparsity | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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