Kalman Filter

  • 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
  • Free
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Courselet Content

1 courselets • 2 courselet components • 17h 08m total length

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

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About the Instructor

Phd in Sun Yat-sen University visiting Phd in Humboldt University of Berlin

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