Nonlinear exponential trend model is linearized into the linear model, then linearized model parameters are regarded as the state vector containing the dynamic noise to erect Kalman filter model based ...

This article presents an aircraft jet engine sensor fault diagnostics and prediction implementation using a bank of Kalman filters and a Fast Fourier Transform Predictive analytics and fault ...

This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM). This paper proposes a new econometric model for the ...