Kalman filter initialisation for integrated population modelling

Besbeas, Panagiotis, Morgan, Byron J. T. (2012) Kalman filter initialisation for integrated population modelling. Journal of the Royal Statistical Society: Series C (Applied Statistics), 61 (1). pp. 151-162. ISSN 0035-9254. (doi:10.1111/j.1467-9876.2011.01012.x) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:31263)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL: http://dx.doi.org/10.1111/j.1467-9876.2011.01012.x

Abstract

In integrated population modelling in ecology, where data from multiple surveys are

analysed simultaneously, the Kalman filter may be used to approximate a component likelihood

for a state space model of population count data.We evaluate a new method for initiating this

Kalman filter, based on a stable age distribution. The new method is illustrated and compared

with alternative approaches by application to data on the grey heron.The new method is simple

to use, extends naturally to the case of multivariate time series of count data and performs well

in a simulation study.

Item Type:	Article
DOI/Identification number:	10.1111/j.1467-9876.2011.01012.x
Uncontrolled keywords:	Abundance data;Diffuse initialization;Exact initial Kalman filter;Grey heron;Joint likelihood;Mark;recapture–recovery data;Stable age distribution;State space model;Time series
Subjects:	Q Science > QA Mathematics (inc Computing science)
Divisions:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User:	Byron Morgan
Date Deposited:	04 Oct 2012 16:00 UTC
Last Modified:	16 Nov 2021 10:09 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/31263 (The current URI for this page, for reference purposes)

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