BLUE, BLUP and the Kalman filter: some new results
In this contribution, we extend ‘Kalman-filter’ theory by introducing a new BLUE–BLUP recursion of the partitioned measurement and dynamic models. Instead of working with known state-vector means, we relax the model and assume these means to be unknown. The recursive BLUP is derived from first princ...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Springer - Verlag
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/43062 |