A note on exact correspondences between adaptive learning algorithms and the Kalman filter

M. Berardi, J.K. Galimberti

Research output: Preprint/Working paper › Working paper

Original language	English
Publication status	Published - 2012

Name	Centre for Growth and Business Cycle Research Discussion Paper Series
Publisher	The University of Manchester
No.	170

Cite this

@techreport{28d2666a9dc64aaf99f3ca8aec698473,

title = "A note on exact correspondences between adaptive learning algorithms and the Kalman filter",

author = "M. Berardi and J.K. Galimberti",

year = "2012",

language = "English",

series = "Centre for Growth and Business Cycle Research Discussion Paper Series",

publisher = "The University of Manchester",

number = "170",

type = "WorkingPaper",

institution = "The University of Manchester",

}