Pizzinga, Adrian

Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics)

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ISBN 13:: 9781461447375
author:: Pizzinga, Adrian
format:: Paperback
publisher:: Springer
language:: English
Publication Year:: 2012
Pages:: 72
Dimensions:: 23.4 x 15.6 x 0.4 centimetres (0
Genre:: Business
Condition:: New
Availability:: Item usually sent within 20 working days

£37.74

Current Stock: 5

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Description

Description

Restricted Kalman Filtering Theory, Methods, and Application by Adrian Pizzinga is a comprehensive guide to the mathematical method used in statistics to produce estimates from a series of measurements with random variations.

The book builds upon established results, providing new proofs and introducing new applications in investment analysis and macroeconomics. It also includes a brief overview of linear state space models and the Kalman filter, making it self-contained for quick reference.

Targeted at graduate students, researchers, and practitioners in statistics, this Brief offers a detailed exploration of Kalman filtering subject to general linear constraints, with prerequisites including time series analysis and linear state models.

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