@article{RRACEFN_1998_1998_1_a23, author = {G\'omez, V{\'\i}ctor and G\'omez-Villegas, A.}, title = {Initialiting the kalman filter for nonstationary state space models}, journal = {Revista de la Real Academia de Ciencias Exactas, F{\'\i}sicas y Naturales }, pages = {377-385}, publisher = {mathdoc}, volume = {92}, number = {4}, year = {1998}, language = {en}, url = {http://geodesic.mathdoc.fr/item/RRACEFN_1998_1998_1_a23/} }