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Research Article

Gauss, Kalman and advances in recursive parameter estimation

  1. Peter C. Young*

Article first published online: 13 OCT 2010

DOI: 10.1002/for.1187

Issue

Journal of Forecasting

Journal of Forecasting

Special Issue: Commemorating the 50th Anniversary of the Kalman Filter and the 40th Anniversary of the Publication of Box and Jenkins

Volume 30, Issue 1, pages 104–146, January 2011

Additional Information

How to Cite

Young, P. C. (2011), Gauss, Kalman and advances in recursive parameter estimation. J. Forecast., 30: 104–146. doi: 10.1002/for.1187

Author Information

  1. Lancaster Environment Centre, Lancaster University, Lancaster, UK; Fenner School of Environment and Society, Australian National University, Canberra, Australia; School of Electrical Engineering and Telecommunications, University of New South Wales, Sydney, Australia

*Lancaster Environment Centre, Lancaster University, Lancaster LA1, UK

Publication History

  1. Issue published online: 17 DEC 2010
  2. Article first published online: 13 OCT 2010

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