An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models
(2016)
Journal Article
© 2016 Informa UK Limited, trading as Taylor & Francis Group. In this study, an enhanced Kalman Filter formulation for linear in the parameters models with inherent correlated errors is proposed to build up a new framework for nonlinear rational mo... Read More about An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models.