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    Author(s): Raymond L. Czaplewski
    Date: 1991
    Source: In: 4th Symposium on Biometrical Problems in Agriculture, Forestry and Animal Investigations; 19-21 August, Jokioinen, Finland. Washington, DC: The International Biometric Society. 7 p.
    Publication Series: Paper (invited, offered, keynote)
    Station: Rocky Mountain Research Station
    PDF: View PDF  (295.0 KB)

    Description

    The Kalman filter is a generalization of the composite estimator. The univariate composite estimate combines 2 prior estimates of population parameter with a weighted average where the scalar weight is inversely proportional to the variances. The composite estimator is a minimum variance estimator that requires no distributional assumptions other than estimates of the first 2 moments. The Kalman filter recursively combines 2 estimates: a past estimate that is updated for expected change over time, and a current, direct estimate.

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    Citation

    Czaplewski, Raymond L. 1991. Kalman filter for statistical monitoring of forest cover across sub-continental regions [Symposium]. In: 4th Symposium on Biometrical Problems in Agriculture, Forestry and Animal Investigations; 19-21 August, Jokioinen, Finland. Washington, DC: The International Biometric Society. 7 p.

    Keywords

    Kalman filter, forest cover, statistical monitoring, estimate

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