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But a Kalman filter is much more robust in more situations. [Carcano] does a good job of taking you through the math, but we will warn you it is plenty of math.
A state-space representation of a length-structured population under commercial harvest is described and a Kalman filter is used to develop the conditional likelihood equation needed for estimating ...
The use of the Kalman filter in the analysis of tree-ring data is summarized. By use of this filter technique, the traditional multiple regression models can be modified to cover linear models with ...