If you program using values that represent anything in the real world, you have probably at least heard of the Kalman filter. The filter allows you to take multiple value estimates and process them ...
A spacecraft attitude kinematics model, attitude measurement model, and filter algorithm are three important parts in spacecraft attitude determination, and a high-precision filtering algorithm is the ...
This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM). This paper proposes a new econometric model for the ...
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