Kalman Filter Estimation is a recursive state estimation method that belongs to the class of optimal filtering algorithms, distinguished by its use of a stochastic observer to compute the minimum mean square error estimate of the state variables in linear dynamic systems with Gaussian noise.
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That BLUP is a Good Thing: The Estimation of Random Effects
G. K. Robinson · Statistical Science · 1991 · 1.7K citations · Full text
Measuring the Natural Rate of Interest
Thomas Laubach, John C. Williams · The Review of Economics and Statistics · 2003 · 1.1K citations · Full text
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Pennsylvania State University
State College, United States
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Chinese Academy of Sciences
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