1. Kalman filter - Wikipedia

    https://en.wikipedia.org/wiki/Kalman_filter

    Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise ...

  2. How a Kalman filter works, in pictures | Bzarg

    www.bzarg.com/p/how-a-kalman-filter-works-in-pictures

    I have to tell you about the Kalman filter, because what it does is pretty damn amazing. Surprisingly few software engineers and scientists seem to know about it, and ...

  3. How Kalman Filters Work, Part 1 | An Uncommon Lab

    www.anuncommonlab.com/articles/how-kalman-filters-work

    Let's also take a quick look at the equations for one iteration of the extended Kalman filter, just to see what we're getting into (there's no need to understand them ...

  4. simplified Kalman filter - Starlino Electronics

    www.starlino.com/imu_kalman_arduino.html

    Arduino code for IMU Guide algorithm. Using a 5DOF IMU (accelerometer and gyroscope combo) - This article introduces an implementation of a simplified filtering ...

  5. JMA - Jurik Research

    www.jurikres.com/catalog1/ms_ama.htm

    Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your ...

  6. Why Statistical Arbitrage Breaks Down

    jonathankinlay.com/2017/06/statistical-arbitrage-breaks

    An extract from my book, Quantitative Research and Trading, to be published in 2017. Why Statistical Arbitrage Trades Break Down

  7. Correlation Cointegration - QUANTITATIVE RESEARCH …

    jonathankinlay.com/2017/08/correlation-cointegration

    In a previous post I looked at ways of modeling the relationship between the CBOE VIX Index and the Year 1 and Year 2 CBOE Correlation Indices: Modeling Volatility ...

  8. Automatica - Journal - Elsevier

    https://www.journals.elsevier.com/automatica

    Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is...

  9. Time series - Wikipedia

    https://en.wikipedia.org/wiki/Time_series_analysis

    A time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced ...

  10. IEEE Transactions on Aerospace and Electronic Systems

    ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=7

    IEEE Transactions on Aerospace and Electronic Systems focuses on the organization, design, development, integration, and operation of complex systems for space, air ...