This paper examines the forecasting accuracy and the cost effectiveness of time series models with time-varying coefficients. A simulation study investigates the potential forecasting benefits of a ...

Numerical basics -- Method of least squares -- Recursive least-quares filtering -- Polynomial Kalman filters -- Kalman filters in a nonpolynomial world -- Continuous polynomial Kalman filter -- ...

Kalman filtering has long served as a foundational tool for state estimation in dynamic systems, offering a robust and efficient means of filtering noise from measured signals. In the realm of ...

Kalman filters have long stood as a cornerstone in the field of target tracking and state estimation, providing an optimally recursive solution for estimating the state of dynamic systems in the ...

This is a preview. Log in through your library . Abstract Under the usual assumptions of normality, the recursive estimator known as the Kalman filter gives excellent results and has found an ...

Before too long, we will be relieved of the burden of long-distance driving. Given the desired destination and access to a mapping system, electronic control and navigation algorithms will select the ...