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State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme
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Type: BOOK - Published: 2021-08-30 - Publisher: Springer Nature
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing
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Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addres
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Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space
Language: en
Pages: 485
Pages: 485
Type: BOOK - Published: 2007-02-09 - Publisher: John Wiley & Sons
The book blends readability and accessibility common to undergraduate control systems texts with the mathematical rigor necessary to form a solid theoretical fo