| Title:
|
Kalman filter with variance components (English) |
| Author:
|
Kubáček, Lubomír |
| Author:
|
Kubáčková, Ludmila |
| Language:
|
English |
| Journal:
|
Mathematica Slovaca |
| ISSN:
|
0139-9918 |
| Volume:
|
45 |
| Issue:
|
5 |
| Year:
|
1995 |
| Pages:
|
523-540 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G35 |
| MSC:
|
62M20 |
| idZBL:
|
Zbl 0841.62081 |
| idMR:
|
MR1390706 |
| . |
| Date available:
|
2009-09-25T11:11:30Z |
| Last updated:
|
2012-08-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/131651 |
| . |
| Reference:
|
[1] CHUI C. K., CHEN G.: Kalman Filtering with Real Time Applications.Springer-Verlag, Berlin-Heidelberg-New York-London-Paris-Tokyo, 1987. Zbl 0636.93070, MR 0918140 |
| Reference:
|
[2] KUBÁČEK L.: Locally best quadratic estimators.Math. Slovaca 35 (1985), 393-408. Zbl 0597.62050, MR 0820638 |
| Reference:
|
[3] KUBÁČKOVÁ L.: Foundations of Experimental Data Analysis.CRC Press, Bocca Raton-Ann Arbor-London-Tokyo, 1992. Zbl 0875.62016, MR 1244322 |
| Reference:
|
[4] RAO C. R., MITRA S. K.: Generalized Inverse of Matrices and Its Applications.J. Wiley, New York, 1971. Zbl 0236.15005, MR 0338013 |
| Reference:
|
[5] RAO C. R., KLEFFE J.: Estimation of Variance Components and Applications.North-Holland, Amsterdam-New York-Oxford-Tokyo, 1988. Zbl 0645.62073, MR 0933559 |
| Reference:
|
[6] SCHAFFRIN B.: Generating Robustified Kalman Filters for the Integration of GPS and INS.Technical Report No. 15 (1991), Institute of Geodesy, University of Stuttgart. |
| Reference:
|
[7] VOLAUFOVÁ J., WITKOVSKÝ V.: Estimation of variance components in mixed linear models.Appl. Math. 37 (1992), 139-148. Zbl 0746.62066, MR 1149163 |
| Reference:
|
[8] VOLAUFOVÁ J.: A brief survey on the linear methods in variance-covariance components models.In: Proceedings of MODA 3, St. Petersburg, May 25-30, 1992. MR 1281860 |
| . |
