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| Butler, Ronald W. | 1 |
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Butler, Ronald W. – 1985
The dynamic linear model or Kalman filtering model provides a useful methodology for predicting the past, present, and future states of a dynamic system, such as an object in motion or an economic or social indicator that is changing systematically with time. Recursive likelihood methods for adaptive Kalman filtering and smoothing are developed.…
Descriptors: Algorithms, Estimation (Mathematics), Mathematical Models, Maximum Likelihood Statistics
