Filters
The Iterative Kalman Filter Smoother and Its Applications
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 properti...
AH - Ekonomie
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Kalman Filter Modification for Identification Stochastic Economic Systems with Unobserved and Nonstationary Variables
The Iterative Kalman filter Smoother (IKFS) is the method for estimation of initial states and parameters of models in the state space form. This estimation procedure is described in the paper along with its basic ...
AH - Ekonomie
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
Monetary Policy Application of the Constrained Kalman Filter
Iterative Kalman Filter Smoother is used to estimate states of the dynamic system. This paper presents an analytic method of incorporating state constraints into the Kalman Filter as it was resear...
AH - Ekonomie
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Application of the constrained Kalman filter in a monetary policy area
Iterative Kalman Filter Smoother is used to estimate states of the dynamic system. This paper presents an analytic method of incorporating state constraints into the Kalman Filter as it was resear...
AH - Ekonomie
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation of the Monetary Policy Model by the Kalman Filter and the Bootstrap Filter
The monetary policy problem is explained in a simple theoretical framework based on [1]. Standard approach to non-linear recursive estimation is the utilization of the Iterative Extended Kalman filter. Monte Carlo ...
AH - Ekonomie
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation of the Czech Economy Monetary Policy Rule under Discretion
. Model parameters are estimated simultaneously by the "Iterative Extended Kalman Filter Smoother". Impulse responses are tested and results are economically......
AH - Ekonomie
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Optimal Monetary Policy under Discretion
simultaneously by the "Iterative Kalman filter Smoother".
AH - Ekonomie
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
Performance evaluation of iterated extended Kalman filter with variable step-length
The paper deals with state estimation of nonlinear stochastic dynamic systems. In particular, the iterated extended Kalman filter is studied. Three recently proposed iterated extended Kalman
BC - Teorie a systémy řízení
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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Macroeconomic Model of Non-Acceleratin Inflation Product
In this paper the authors try to measure production gap in the Czech Republic and, consequently, non-accelerating inflation product an an approximation of potential product. An iterated extenden kalman filter smoother
AH - Ekonomie
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
On the convergence of a non-linear ensemble Kalman smoother
Ensemble methods, such as the ensemble Kalman filter (EnKF), the local ensemble transform Kalman filter (LETKF), and the ensemble Kalman smoother (EnKS) are widely used in sequential data assimila...
Statistics and probability
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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