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...
| Auteurs principaux: | , , |
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| Format: | Online |
| Langue: | anglais |
| Éditeur: |
El Colegio de México, A.C.
1995
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| Sujets: | |
| Accès en ligne: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/268 |
| Institution: |
Estudios Económicos |
| authentication_code | dc |
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| _version_ | 1853489737306734592 |
| author | Venegas, Francisco De Alba, Enrique Ordorica, Manuel |
| author_facet | Venegas, Francisco De Alba, Enrique Ordorica, Manuel |
| author_sort | Venegas, Francisco |
| category_str_mv |
"Bolivia", "hyperinflation", "economic crisis", "Bolivia", "hiperinflación", "crisis económica"
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| collection | OJS |
| description | 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 attractive way to economists by using information theory and Bayesian inference. |
| format | Online |
| id | oai:oai.estudioseconomicos.colmex.mx:article-268 |
| index_str_mv | CONAHCYT LATINDEX PKP Index DORA Redalyc Scielo México Handbook of Latin American Studies (HLAS) JSTOR Dialnet HAPI Ulrich’s International Periodicals Directory Google Scholar IBSS Gale OneFile: Informe Académico Global Issues in Context InfoTracCustom Cengage Learning EconLit Índice bibliográfico Publindex RePEc The Journal of Economic Literature |
| journal | Estudios Económicos |
| language | eng |
| publishDate | 1995 |
| publisher | El Colegio de México, A.C. |
| record_format | ojs |
| Terms_governing_use_and_reproduction_note | Copyright (c) 2018 Estudios Económicos |
| data_source_entry/ISSN | Estudios Económicos de El Colegio de México; 20-vol. 10, no. 2, july-december, 1995; 123-145 Estudios Económicos de El Colegio de México; 20-vol. 10, núm. 2, julio-diciembre, 1995; 123-145 0186-7202 0188-6916 |
| spelling | oai:oai.estudioseconomicos.colmex.mx:article-2682025-12-05T15:23:50Z An economist's guide to the Kalman filter Una guía del Filtro de Kalman para el economista Venegas, Francisco De Alba, Enrique Ordorica, Manuel Kalman Filter KF information theory Bayesian inference filtro de Kalman KF teoría de la información inferencia bayesiana 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 attractive way to economists by using information theory and Bayesian inference. Casi desde su aparición, el Filtro de Kalman (KF) ha sido utilizado con éxito en ingeniería de control. Desafortunadamente, muchos de sus principales resultados han sido publicados en revistas de ingeniería, con lenguaje, notación y estilo propios de tal disciplina. En este trabajo, queremos presentar el KF en forma atractiva para los economistas utilizando teoría de la información e inferencia bayesiana. El Colegio de México, A.C. 1995-07-01 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion application/pdf https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/268 10.24201/ee.v10i2.268 Estudios Económicos de El Colegio de México; 20-vol. 10, no. 2, july-december, 1995; 123-145 Estudios Económicos de El Colegio de México; 20-vol. 10, núm. 2, julio-diciembre, 1995; 123-145 0186-7202 0188-6916 eng https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/268/271 Copyright (c) 2018 Estudios Económicos |
| spellingShingle | Kalman Filter KF information theory Bayesian inference filtro de Kalman KF teoría de la información inferencia bayesiana Venegas, Francisco De Alba, Enrique Ordorica, Manuel Una guía del Filtro de Kalman para el economista |
| title | Una guía del Filtro de Kalman para el economista |
| title_alt | An economist's guide to the Kalman filter |
| title_full | Una guía del Filtro de Kalman para el economista |
| title_fullStr | Una guía del Filtro de Kalman para el economista |
| title_full_unstemmed | Una guía del Filtro de Kalman para el economista |
| title_short | Una guía del Filtro de Kalman para el economista |
| title_sort | una guia del filtro de kalman para el economista |
| topic | Kalman Filter KF information theory Bayesian inference filtro de Kalman KF teoría de la información inferencia bayesiana |
| topic_facet | Kalman Filter KF information theory Bayesian inference filtro de Kalman KF teoría de la información inferencia bayesiana |
| url | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/268 |
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