Kalman Filter
-
- 4.7 Rating
- 2 Reviews
- 18 Students Enrolled
Kalman Filter
Introduction of Kalman filter including the background, calculation methodology and application.
-
- 4.7 Rating
- 2 Reviews
- 18 Students Enrolled
Courselet Content
1 courselets • 2 courselet components • 00h 17m total length
Requirements
- None
Description
When what we want to measure is not observable, we could use Kalman filter to measure indirectly according to the information of other observable measurements. One of its famous application is in emission of APPOLO. Now, it is also widely used in finance such as predicting of time series.
Recently Added Courses/Courselets
About the Instructor
About the Instructor
Phd in Sun Yat-sen University visiting Phd in Humboldt University of Berlin
MP
27-06-2022
Mary Poppins
JB
27-06-2022
Justin Bbox