Una guía del Filtro de Kalman para el economista

Almost since its appearance, the Kalman Filter (KF) has been successfully used in control engineering. Unfortunately, most of its important results have been published in engineering journals with language, notation and style proper of engineers. In this paper, we want to present the KF in an attrac...

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Detalles Bibliográficos

Autores principales:	Venegas, Francisco, De Alba, Enrique, Ordorica, Manuel
Formato:	Online
Idioma:	inglés
Editor:	El Colegio de México, A.C. 1995
Materias:	inferencia bayesiana teoría de la información filtro de Kalman Bayesian inference information theory KF Kalman Filter
Acceso en línea:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/268
Revista:	Estudios Económicos