Simultanous Estimation of Innovations variance and States in a Dynamic System

Niels Kjølstad Poulsen, Jan Holst

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

    Original languageEnglish
    Title of host publicationIdentification and System Parameter Estimation, Beijing, China
    Publication date1988
    Pages1263-1269
    Publication statusPublished - 1988
    EventIdentification and System Parameter Estimation, Beijing, China -
    Duration: 1 Jan 1988 → …

    Conference

    ConferenceIdentification and System Parameter Estimation, Beijing, China
    Period01/01/1988 → …

    Cite this

    Poulsen, N. K., & Holst, J. (1988). Simultanous Estimation of Innovations variance and States in a Dynamic System. In Identification and System Parameter Estimation, Beijing, China (pp. 1263-1269)