Define kalman filter, Advanced Statistics

Kalman filter: A recursive procedure which gives an estimate of the signal when only the 'noisy signal' can be observed. The estimate is efficiently constructed by putting the exponentially declining weights on the past observations with the rate of decline being measured from various variance terms. Used as the estimation

Posted Date: 7/30/2012 1:17:07 AM | Location : United States







Related Discussions:- Define kalman filter, Assignment Help, Ask Question on Define kalman filter, Get Answer, Expert's Help, Define kalman filter Discussions

Write discussion on Define kalman filter
Your posts are moderated
Related Questions
The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional m

Incubation period is the time elapsing amongs the receipt of infection and the appearance of the symptoms. The length of the incubation time period depends on the disease, ranging

There is high level of fluctuation in a zigzag pattern in the time series for RESI1 which indicates that there is possibly negative autocorrelation present. Column C11 show

Perturbation theory : The theory useful in assessing how well a specific algorithm or the statistical model performs when the observations suffer less random changes. In very commo

HOW TO OBTAIN THE LASPEYRES QUANTITY INDEX AND THE FORMULA

The Null Hypothesis - H0:  There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β 1 0 Reject H0 if |t | > t = 1.96

Using World Bank (2004) World Development Indicators; Washington: International Bank for Reconstruction & Development/ The World Bank, located in the reference section of the Learn

Regression line drawn as y= c+ 1075x ,when x was2, and y was 239,given that y intercept was 11. Calculate the residual ?

Blinding : A procedure used in clinical trials to get rid of the possible bias which might be introduced if the patient and/or the doctor knew which treatment the patient is receiv

Clustered data : The term applied to both the data in which the sampling units are grouped into the clusters sharing some common feature, for instance families or geographical reg