12 ms·
In what industry are Kalman filters ridiculed?
by visviva 3y ago
In what industry are Kalman filters ridiculed?
- kwant_kiddo 3y agoat least in HFT as I am aware, however I see that KF actually IS extensively used elsewhere.
- comfysocks 3y agoKF has been standard stuff in aerospace guidance navigation and control for quite some time. Stock markets are probably too nonlinear to use linear control theory on.