Health care systems modeling at IIASA: A status report: E.N. SHIGAN,D.J. HUGHES and P.I. KITSUL IIASA,Laxenburg, Austria, 1979, x + 65 pages; Available free of charge from the IIASA Publication Department |
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Authors: | Cl. Dietrich |
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Affiliation: | IABG m.b.H. Ottobrun, Germany, Fed. Rep. |
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Abstract: | A comparison of several methods for estimating the observation and process noise variances in the Kalman filtering approach to statistical forecasting is undertaken by means of simulated time series analysis. Particular attention is given to the requirement of an online, automatic, forecasting system for recursive estimation procedures. |
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