Home | Amazing | Today | Tags | Publishers | Years | Account | Search 
Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics)

Buy

In this book, I highlight the developments in Kalman filtering subject to general linear constraints. Essentially, the material to be presented is almost entirely based on the results and examples originally developed in Pizzinga et al. (2008a), Cerqueira et al. (2009), Pizzinga (2009, 2010), Souza et al. (2011), Pizzinga et al. (2011), and Pizzinga (2012). There are fundamentally three kinds of topics: (a) new proofs for already established results within the restricted Kalman filtering literature; (b) additional results that are should shed light on theoretical and methodological frameworks for linear state space modeling under linear restrictions; and (c) applications in investment analysis and in macroeconomics, where the proposed methods are illustrated and evaluated. At the end, I briefly discuss some extensions in the subject, which, again, step into theory, methods, and applications.

In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone.  This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter – each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).

(HTML tags aren't allowed.)

Simply Rails 2
Simply Rails 2
Want to learn all about Ruby on Rails 2.0, the web application framework that is inspiring developers around the world?

The second edition of this practical, hands on book will:

  • show you how to install Ruby on Rails on Windows, Mac, or Linux
  • walk you, step by step, through the development of a Web 2.0...
Enterprise Development with Flex: Best Practices for RIA Developers (Adobe Dev Lib)
Enterprise Development with Flex: Best Practices for RIA Developers (Adobe Dev Lib)

If you want to use Adobe Flex to build production-quality Rich Internet Applications for the enterprise, this groundbreaking book shows you exactly what's required. You'll learn efficient techniques and best practices, and compare several frameworks and tools available for RIA development -- well beyond anything you'll...

Prototyping Augmented Reality
Prototyping Augmented Reality

Learn to create augmented reality apps using Processing open-source programming language

Augmented reality (AR) is used all over, and you may not even realize it. Smartphones overlay data onto live camera views to show homes for sale, restaurants, or historical sites. American football broadcasts use AR to show the invisible...


Reinforcement Learning with TensorFlow: A beginner's guide to designing self-learning systems with TensorFlow and OpenAI Gym
Reinforcement Learning with TensorFlow: A beginner's guide to designing self-learning systems with TensorFlow and OpenAI Gym

Leverage the power of reinforcement learning techniques to develop self-learning systems using TensorFlow

Key Features

  • Explore reinforcement learning concepts and their implementation using TensorFlow
  • Discover different problem-solving methods for reinforcement...
VLSI Design Techniques for Analog and Digital Circuits (McGraw-Hill Series in Electrical Engineering)
VLSI Design Techniques for Analog and Digital Circuits (McGraw-Hill Series in Electrical Engineering)
Growing technological requirements and the widespread acceptance of sophisti cated electronic devices have created an unprecedented demand for large-scale, complex, integrated circuits. Meeting these demands has required technological advances in materials and processing equipment, significant increases in the num ber of...
MCSE: The Core Exams in a Nutshell (In a Nutshell (O'Reilly))
MCSE: The Core Exams in a Nutshell (In a Nutshell (O'Reilly))

Microsoft's MCSE (Microsoft Certified Systems Engineer) program is a rigorous testing and certification program for Windows NT system and network administrators. To achieve certification, one must pass four required exams and two elective exams. Close to twenty potential elective exams exist, although only nine of them are...

©2021 LearnIT (support@pdfchm.net) - Privacy Policy