UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures

Maria V. Kulikova, Julia V. Tsyganova, Gennady Yu. Kulikov. UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures. IEEE Trans. Automat. Contr., 65(10):4472-4479, 2020. [doi]

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