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State Space Models

  • Robert H. Shumway
  • David S. Stoffer
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

A very general model that subsumes a whole class of special cases of interest in much the same way that linear regression does is the state-space model or the dynamic linear model, which was introduced in Kalman [112] and Kalman and Bucy [113]. The model arose in the space tracking setting, where the state equation defines the motion equations for the position or state of a spacecraft with location x t and the data y t reflect information that can be observed from a tracking device such as velocity and azimuth.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Robert H. Shumway
    • 1
  • David S. Stoffer
    • 2
  1. 1.Department of StatisticsUniversity of California, DavisDavisUSA
  2. 2.Department of StatisticsUniversity of PittsburghPittsburghUSA

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