Kalman Filter

Glen Barnett, Ben Zehnwirth

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary/reference book

Original languageEnglish
Title of host publicationEncyclopedia of Actuarial Science
EditorsJozef Teugels, Bjorn Sundt
Place of PublicationChichester, England
PublisherJohn Wiley & Sons
Number of pages6
ISBN (Print)0470846763
Publication statusPublished - 2004

Cite this

Barnett, G., & Zehnwirth, B. (2004). Kalman Filter. In J. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science (pp. 947-952). Chichester, England: John Wiley & Sons.