Introduction to sequential smoothing and prediction
Book
2012
Permanent link to this Item
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Publisher
University of Cape Town
Department
Series
Abstract
The book deals extensively with polynomial filters, namely, fixed-memory, expanding-memory and fading-memory filters. A general approach to tracking and smoothing of data, applicable in many fields.
Description
Reference:
Morrison, N. 2012. Introduction to sequential smoothing and prediction. Textbook. University of Cape Town.