Browsing by Keywords "Kalman filter"

Now showing items 1-4 of 4

    • Adaptive tracking of narrowband HF channel response 

      Arikan, F.; Arıkan, Orhan (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 

      Berument, Hakan; Kilinc, Z.; Ozlale, U. (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? 

      Guler, B.; Ozlale, U. (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 

      Aybar, Bahadır (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 ...