A Further Note on Flexible Least Squares and Kalman Filtering

Robert E. Kalaba and Leigh Tesfatsion ()

Staff General Research Papers Archive 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://www2.econ.iastate.edu/tesfatsi/flshome.htm

JEL-codes: C1 C3 C5 (search for similar items in EconPapers)
Date: 1990-02-01
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Citations: View citations in EconPapers (1)

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

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