2 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
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…