Adrian Pizzinga, Department of Statistics, Institute of Mathematics and Statistics, Fluminense Federal University (UFF) Rio de Janeiro, Brazil

...studies Kalman filters that have a linear restriction at each of the discrete time points...The areas of application include, but are not limited to, Quality Control, Satellite Tracking, Navigation, and Econometrics...This book is useful because it summarizes important results in the literature about restricted Kalman filters, much of which is the author's own work. It has a good set of references for readers who wish to learn about the Kalman filter. It gives good examples of applications to econometrics...This book would be especially useful to econometricians with knowledge of the Kalman filter and with a strong mathematical background. Technometrics 56:1 2014

• Introduction.- Linear state space models and the Kalman filtering: a briefing.- Restricted Kalman filtering: theoretical issues.- Restricted Kalman filtering: methodological issues.- Applications.- Further Extensions.

Adrian Pizzinga, Department of Statistics, Institute of Mathematics and Statistics, Fluminense Federal University (UFF) Rio de Janeiro, Brazil

...studies Kalman filters that have a linear restriction at each of the discrete time points...The areas of application include, but are not limited to, Quality Control, Satellite Tracking, Navigation, and Econometrics...This book is useful because it summarizes important results in the literature about restricted Kalman filters, much of which is the author's own work. It has a good set of references for readers who wish to learn about the Kalman filter. It gives good examples of applications to econometrics...This book would be especially useful to econometricians with knowledge of the Kalman filter and with a strong mathematical background. Technometrics 56:1 2014

• Introduction.- Linear state space models and the Kalman filtering: a briefing.- Restricted Kalman filtering: theoretical issues.- Restricted Kalman filtering: methodological issues.- Applications.- Further Extensions.

Adrian Pizzinga, Department of Statistics, Institute of Mathematics and Statistics, Fluminense Federal University (UFF) Rio de Janeiro, Brazil

...studies Kalman filters that have a linear restriction at each of the discrete time points...The areas of application include, but are not limited to, Quality Control, Satellite Tracking, Navigation, and Econometrics...This book is useful because it summarizes important results in the literature about restricted Kalman filters, much of which is the author's own work. It has a good set of references for readers who wish to learn about the Kalman filter. It gives good examples of applications to econometrics...This book would be especially useful to econometricians with knowledge of the Kalman filter and with a strong mathematical background. Technometrics 56:1 2014

• Introduction.- Linear state space models and the Kalman filtering: a briefing.- Restricted Kalman filtering: theoretical issues.- Restricted Kalman filtering: methodological issues.- Applications.- Further Extensions.