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Kalman Filter with sensitivity to the parameters

If you're willing to read through a paper and really understand the derivations, here is one that balances the sensitivity and the robustness metrics of the Kalman filter. The underlying principle is ...
orchi_d's user avatar
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Kalman Filter: Why do we decrease the state uncertainty regardless of the current measurement?

I am currently building a 1D Kalman filter for tracking stock trends as a daytrader, and find the YouTube KF lectures by Michel van Biezen (which is also the name of his YouTube channel) to be very ...
David Murray's user avatar
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Signal Detection in Noise

To determine where your modes occur, check out the AIC and MDL criterion. For a single, damped, real-valued sinusoid, the number of complex, damped modes is 2. If you know (or have estimated) where ...
vml's user avatar
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