Review Of State Estimation Methods With Multiple Process Models

Lately, several approaches to state estimation and parameter change detection based on the utilization of a finite number of process models appeared. The paper compares these methods in a unified Bayesian framework.

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Year of publication:	1998
Authors:	Havlena, Vladimír
Published in:	Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 5.1998
Publisher:	Česká ekonometrická společnost - CES
Subject:	State estimation \| change detection \| parameter estimation \| complexity

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008528844