Browsing by Keywords "Kalman filter"
Now showing items 1-4 of 4
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Adaptive tracking of narrowband HF channel response
(Wiley-Blackwell Publishing, 2003)Estimation of channel impulse response constitutes a first step in computation of scattering function, channel equalization, elimination of multipath, and optimum detection and identification of transmitted signals through ... -
The effects of different inflation risk premiums on interest rate spreads
(Elsevier BV, 2004)This paper analyzes how the different types of inflation uncertainty affect a set of interest rate spreads for the UK. Three types of inflation uncertainty - structural uncertainty, impulse uncertainty, and steady-state ... -
Is there a flight to quality due to inflation uncertainty?
(Elsevier BV, 2005)After two types of inflation uncertainty are derived within a time-varying parameter model with GARCH specification, the relationship between inflation uncertainty and interest rates for safe assets is investigated. The ... -
Robust minimax estimation applied to kalman filtering
(Bilkent University, 2008)Kalman filtering is one of the most essential tools in estimating an unknown state of a dynamic system from measured data, where the measurements and the previous states have a known relation with the present state. It ...