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 ...
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 ...
(A) 3D model of the manipulator structure, consisting of 3 continuum segments. The manipulator operates in the plane. (B) Close-up view of the revolute joint between adjacent disks. (C) Diagram ...
This section describes a collection of Kalman filtering and smoothing subroutines for time series analysis; immediately following are three examples using Kalman filtering subroutines. The state space ...
This article presents an aircraft jet engine sensor fault diagnostics and prediction implementation using a bank of Kalman filters and a Fast Fourier Transform Predictive analytics and fault ...
To achieve a deep understanding of the CMAS corrosion mechanism and lifetime prediction of high-performance thermal/environmental barrier coating materials, the (Er1/4Y1/4Lu1/4Yb1/4)2Si2O7 and ...
It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...