Previously, financial firms relied on intuition that had been honed over years of exposure to the market. Today, many have ...
Abstract: Using an earlier developed procedure, comparative analysis of recursive Kalman type algorithms used in polynomial filtering is performed. By the example of the beacon navigation problem, it ...
Abstract: The forgetting factor is the main control parameter of the recursive least-squares (RLS) algorithm, which is set to balance between the estimate accuracy and the tracking capability.