Citations: Diffuse Restricted Kalman Filtering

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Adrian Pizzinga & Marcelo Fernandes. (2023) Diffuse Kalman filtering with linear constraints on the state parameters. Communications in Statistics - Theory and Methods 52:24, pages 8884-8893.
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Adrian Pizzinga & Marcelo Fernandes. (2020) Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models. Journal of Time Series Analysis 42:3, pages 355-371.
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Diffuse Restricted Kalman Filtering

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Diffuse Restricted Kalman Filtering

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