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Article Archive For Keyword: using a Kalman

  • Data Smoothing using a Kalman Filter by Vince Banes

    ARTICLE SYNOPSIS...Data Smoothing using a Kalman Filter by Vince Banes ""The analysis of continuous pricing information works well with this form of filtering"" The concept of optimum estimation was introduced by Dr. R.E. Kalman in 1960. The first major application of hi

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