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alexgrover

Kalman Smoother

alexgrover  
Trend Analysis Moving Averages nolag filter smoothing zerolag trend kalman
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trendanalysis movingaverage nolag filter smoothing zerolag trend kalman
A derivation of the Kalman Filter.

Lower Gain values create smoother results.The ratio Smoothing/Lag is similar to any Low Lagging Filters.

The Gain parameter can be decimal numbers.

Kalman Smoothing With Gain = 20
snapshot


For any questions/suggestions feel free to contact me
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