Kalman Filter
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- 4.6 Rating
- 3 Reviews
- 30 Students Enrolled
Kalman Filter
Introduction of Kalman filter including the background, calculation methodology and application.
-
- 4.6 Rating
- 3 Reviews
- 30 Students Enrolled
Requirements
- None
General Overview
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.
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About the Instructor
Phd in Sun Yat-sen University visiting Phd in Humboldt University of Berlin