Concepedia

Kalman Smoother

A Kalman Smoother is an optimal recursive estimation algorithm that belongs to the class of Bayesian filtering methods, distinguished from its sibling filters by computing the maximum a posteriori estimate of the state sequence in a forward-backward manner, incorporating all available measurements across time rather than only those up to the current time step.

391

Publications

20.9K

Citations

939

Authors

450

Institutions

Publications per year

2017–2026

88

Parents

Publications

391

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa · Journal of Computational and Graphical Statistics · 1996 · 2.2K citations

, , +14

An Ensemble Kalman Smoother for Nonlinear Dynamics

Geir Evensen, Peter Jan van Leeuwen · Monthly Weather Review · 2000 · 591 citations · Full text

, , +16

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa · Journal of Computational and Graphical Statistics · 1996 · 570 citations

, , +14

A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models

Catherine Doz, Domenico Giannone, Lucrezia Reichlin · The Review of Economics and Statistics · 2011 · 535 citations

, , +15

MARSS: Multivariate Autoregressive State-space Models for Analyzing Time-series Data

J. Ward Eric, Kellie Wills · The R Journal · 2012 · 330 citations · Full text

, , +14

1–5 of 391

Authors

939

  1. MB
    Marc Bocquet

    Centre d'Enseignement et de Recherche en Environnement Atmosphérique, France

    9 publications · 484 citations

    9

    h-index

  2. GE
    Geir Evensen

    Nansen Environmental and Remote Sensing Center

    8 publications · 1.1K citations

    8

    h-index

  3. PA
    Pasi A. Karjalainen

    University of Eastern Finland, Finland

    8 publications · 327 citations

    8

    h-index

  4. MI
    Mahdi Imani

    Texas A&M University, United States

    7 publications · 340 citations

    7

    h-index

  5. UB
    Ulisses Braga-Neto

    Texas A&M University, United States

    6 publications · 328 citations

    6

    h-index

1–5 of 939

Institutions

450

  1. University of Eastern Finland

    Joensuu, Finland

    12 h-index

    41 publications

    1.9K citations

  2. Centre d'Enseignement et de Recherche en Environnement Atmosphérique

    Champs-sur-Marne, France

    10 h-index

    18 publications

    649 citations

  3. Heilongjiang University

    Harbin, China

    10 h-index

    20 publications

    480 citations

  4. Massachusetts Institute of Technology

    Cambridge, United States

    10 h-index

    20 publications

    935 citations

  5. Texas A&M University

    College Station, United States

    9 h-index

    21 publications

    876 citations

  6. École nationale des ponts et chaussées

    Champs-sur-Marne, France

    9 h-index

    16 publications

    623 citations

  7. University of Michigan

    Ann Arbor, United States

    7 h-index

    8 publications

    684 citations

  8. University of British Columbia

    Vancouver, Canada

    7 h-index

    9 publications

    405 citations

1–8 of 450

Venues

  1. IEEE Transactions on Signal Processing

    17 publications · 791 citations

    14

    h-index

  2. IEEE Transactions on Automatic Control

    11 publications · 518 citations

    11

    h-index

  3. 11

    h-index

  4. Tellus A Dynamic Meteorology and Oceanography

    11 publications · 526 citations

    10

    h-index

  5. Monthly Weather Review

    9 publications · 979 citations

    9

    h-index

1–5