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Study on Kalman filter in time series analysis
Commentationes Mathematicae Universitatis Carolinae, Tome 28 (1987) no. 3, pp. 549-563 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60G25, 60G35, 62M09, 62M10, 62M20 
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     author = {Cipra, Tom\'a\v{s} and Motykov\'a, I.},
     title = {Study on {Kalman} filter in time series analysis},
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}
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Cipra, Tomáš; Motyková, I. Study on Kalman filter in time series analysis. Commentationes Mathematicae Universitatis Carolinae, Tome 28 (1987) no. 3, pp. 549-563. http://geodesic.mathdoc.fr/item/CMUC_1987_28_3_a15/

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