@misc{10481/73446,
year = {2007},
month = {3},
url = {http://hdl.handle.net/10481/73446},
abstract = {The objective of this paper is to derive a state-space model for
several continuous-time processes, by applying the Karhunen–Loève expansion, and then to apply the Kalman filter equations. The accuracy of the models
on the basis of deterministic or random inputs is studied by means of simulation
on two well-known processes.},
organization = {Project MTM2004-5992 of Dirección General de Investigación del Ministerio de Ciencia y Tecnología of Spain and the Research Group FQM307 financed by III-PAI of Conserjería de Educación y Ciencia de la Junta de Andalucía},
publisher = {Springer},
keywords = {Karhunen–Loève expansion},
keywords = {State-space models},
keywords = {Kalman filter},
keywords = {CAR(1)},
keywords = {Random binary signal},
title = {On a state-space modelling for functional data},
doi = {https://doi.org/10.1007/s00180-007-0049-9},
author = {Ortega-Moreno, Mónica and Escabias Machuca, Manuel},
}