Kalman filter with variance components
Mathematica slovaca, Tome 45 (1995) no. 5, pp. 523-540.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 60G35, 62M20
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     author = {Kub\'a\v{c}ek, Lubom{\'\i}r and Kub\'a\v{c}kov\'a, Ludmila},
     title = {Kalman filter with variance components},
     journal = {Mathematica slovaca},
     pages = {523--540},
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     volume = {45},
     number = {5},
     year = {1995},
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     zbl = {0841.62081},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/MASLO_1995__45_5_a6/}
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Kubáček, Lubomír; Kubáčková, Ludmila. Kalman filter with variance components. Mathematica slovaca, Tome 45 (1995) no. 5, pp. 523-540. http://geodesic.mathdoc.fr/item/MASLO_1995__45_5_a6/