ListarMAT_Articles por tema "Kalman filter"
Mostrando ítems 1-2 de 2
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Multivariate Kalman filtering for spatio-temporal processes
Springer (2022)An increasing interest in models for multivariate spatio-temporal processes has been noted in the last years. Some of these models are very flexible and can capture both marginal and cross spatial associations amongst the ... -
Space-time autoregressive estimation and prediction with missing data based on Kalman filtering
Wiley (2020-11)We propose a Kalman filter algorithm to provide a formal statistical analysis of space‐time data with an autoregressive structure in time. The Kalman filter technique allows to capture the temporal dependence as well as ...
