15 citations · 16 across the 3 of their papers we have counts for
3 papers
math.OC2026
A simple derivation of the Kalman filter
Marco Chiani, Giovanni Petris, Moe Z. Win
In this lecture note, we present a concise and self-contained derivation of the discrete-time Kalman filter equations that requires only a basic understanding of least squares esti…
stat.ME2020★ 15 cited
A guide to state-space modeling of ecological time series
Marie Auger-Méthé, Ken Newman, Diana Cole +8
State-space models (SSMs) are an important modeling framework for analyzing ecological time series. These hierarchical models are commonly used to model population dynamics, animal…
stat.ME2013★ 1 cited
A Bayesian framework for functional time series analysis
Giovanni Petris
The paper introduces a general framework for statistical analysis of functional time series from a Bayesian perspective. The proposed approach, based on an extension of the popular…