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**Kalman filter**-**Wikipedia**## How a

**Kalman filter**works, in pictures | Bzarg**How Kalman Filters Work**, Part 1 | An Uncommon Lab## simplified

**Kalman filter**- Starlino Electronics**JMA**- Jurik Research**Why Statistical Arbitrage Breaks**Down**Correlation Cointegration**- QUANTITATIVE RESEARCH …**Automatica**- Journal -**Elsevier****Time series**-**Wikipedia**## IEEE Transactions

**on Aerospace and Electronic Systems**