Example: stock market
Chapter utorial: The Kalman Filter
tro duction The Kalman lter [1] has long b een regarded as the optimal solution to man y trac king and data prediction tasks, [2]. Its use in the analysis of visual motion has b een do cumen ted frequen tly. The standard Kalman lter deriv ation is giv en here as a tutorial exercise in the practical use of some of the statistical tec hniques
Download Chapter utorial: The Kalman Filter
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