A synopsis of the smoothing formulae associated with the Kalman Filter

H.R. Merkus, David Stephen Pollock () and A.F. Vos
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H.R. Merkus: Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics

No 79, Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

Date: 1991
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Related works:
Journal Article: A Synopsis of the Smoothing Formulae Associated with the Kalman Filter (1993)
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Persistent link: http://EconPapers.repec.org/RePEc:dgr:vuarem:1991-79

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