This course introduces the Kalman filter as a method that can solve problems related to estimating the hidden internal state of a dynamic system. It develops the background theoretical topics in state ...

A family of multivariate dynamic generalized linear models is introduced as a general framework for the analysis of time series with observations from the exponential family. Besides common ...

This is a preview. Log in through your library . Abstract A state-space representation of a length-structured population under commercial harvest is described and a Kalman filter is used to develop ...