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 ...

An extrapolation technique aims to address the gap between Hall effect thruster performance in space and in laboratory ...

As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

In configuring my Inertial Measurement Unit (IMU) for post-filtering of the data after the sensor, I see options for both a decimation FIR filter and also a Kalman filter. Which one is best for my ...

The time series analysis subroutines are an adaptation of parts of the TIMSAC (TIMe Series Analysis and Control) package developed by the Institute of Statistical Mathematics (ISM) in Japan.

As the final course in the Applied Kalman Filtering specialization, you will learn how to develop the particle filter for solving strongly nonlinear state-estimation problems. You will learn about the ...

ABSTRACT We investigated movements of a western population of Veeries (Catharus fuscescens) breeding in the Okanagan region of British Columbia, Canada, in 2013–2014 using light-level geolocators. We ...