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The Iterative Kalman Filter Smoother and Its Applications

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F02%3A00007571" target="_blank" >RIV/00216224:14560/02:00007571 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The Iterative Kalman Filter Smoother and Its Applications

  • Original language description

    The Iterative kalman Filter Smoother is the method for estimation of initial states and parametrers of models in the state space form. Tis estimation proedure is described in the paper along with its basic properties.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F02%2F0393" target="_blank" >GA402/02/0393: Effect of monetary policy and exogenous shocks on a small open economy</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2002

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Bulletin of the Czech Econometric Society

  • ISSN

    1212-074x

  • e-ISSN

  • Volume of the periodical

    Vol. 9

  • Issue of the periodical within the volume

    17

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    14

  • Pages from-to

    1-15

  • UT code for WoS article

  • EID of the result in the Scopus database