A Further Note on Flexible Least Squares and Kalman Filtering

R. Kalaba and Leigh Tesfatsion ()

Staff General Research Papers from Iowa State University, Department of Economics

Abstract: The logical relationship between the multicriteria Flexible Least Squares (FLS) method and Kalman filtering is clarified. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

Keywords: Nonlinear estimation; Flexible Least Squares (FLS); Kalman filtering (search for similar items in EconPapers)
JEL-codes: C1 C2 C5 (search for similar items in EconPapers)
Date: 2004-01-11
View citations in EconPapers

Published in Journal of Economic Dynamics and Control, February 1990, Vol. 14, No. 1, pp. 183-185.

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: A further note on flexible least squares and Kalman filtering (1990)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:isu:genres:11192

Access Statistics for this paper

More papers in Staff General Research Papers from Iowa State University, Department of Economics
Address: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Contact information at EDIRC.
Series data maintained by Stephanie Bridges ().