拾落穗
发表于 2025-3-28 17:23:46
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NOCT
发表于 2025-3-28 21:48:28
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neolith
发表于 2025-3-29 01:17:49
Kalman Filters,to introduce a particular way of summarizing information contained in a data set as an output of a Kalman filter, a topic also elaborated upon in Chapter 8. Finally, this chapter introduces a non-recursive method for solving the matrix Riccati equation needed to determine the optimal filter gain mat
淘气
发表于 2025-3-29 04:47:40
Computation of System Matrices,sions of the models are determined by the numerical ranks of the Hankel matrices constructed from the sample covariance matrices of data sets. In this way the dimensions of the models are data determined. Among equivalent representations of models of given dimensions, the one called (intenally) bala
correspondent
发表于 2025-3-29 08:58:49
Approximate Models and Error Analysis, In the frequency domain, rational transfer functions of the models are best viewed as approximations to more complex rational, or possibly irrational, transfer functions. In the time domain, finite-dimensional state space (innovation) models merely approximate dynamic phenomena of greater complexit
RAGE
发表于 2025-3-29 12:34:36
Numerical Examples,tes of America, the United Kingdom, West Germany, and Japan. Actual macroeconomic time series used in model construction are described in the data appendix. Small scale examples are presented first. Some of the models constructed by the method of this book are also compared with the vector autoregre
delusion
发表于 2025-3-29 15:55:55
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让空气进入
发表于 2025-3-29 23:12:56
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不能妥协
发表于 2025-3-30 00:48:48
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tenuous
发表于 2025-3-30 05:18:30
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