KALMAN FILTER ESTIMATION FOR PERIODIC AUTOREGRESSIVE-MOVING AVERAGE MODELS

被引:18
作者
JIMENEZ, C
MCLEOD, AI
HIPEL, KW
机构
[1] UNIV WATERLOO,DEPT SYST DESIGN ENGN,WATERLOO N2L 3G1,ONTARIO,CANADA
[2] UNIV WATERLOO,DEPT STAT & ACTUARIAL SCI,WATERLOO N2L 3G1,ONTARIO,CANADA
来源
STOCHASTIC HYDROLOGY AND HYDRAULICS | 1989年 / 3卷 / 03期
关键词
D O I
10.1007/BF01543862
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
引用
收藏
页码:227 / 240
页数:14
相关论文
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