<t>Kalman Filtering in a nutshell gives you an optimal estimate with respect to least square error in the presence of white noise. It is a feedback type of mechanism but the similarity to a neural network ends there.More complexity follows obviously. Neural nets allow you to sort of come up with an ...

<t>I'm an MSEE with a BS Math/Physics. Electrical Engineering is a wide field ranging from chip design to power engineering and building electronics. When I got out of school I worked at one of the firms that did Kalman Filtering and had something to do with "Applied Optimal Estimation." Most of the...

<t>A criticism I have is that the author assumes that you have all of the relevant toolboxes such as optimization, financial, etc. Certainly one would want a more rigorous treatment for a deeper understanding of the fundamentals than can be provided by merely invoking a toolbox command thereby using...