liangyiting / Kalman-filter-for-switching-system

论文复现。用卡尔曼滤波估计股票市场的羊群效应,难点在于模型中有马尔科夫切换。论文1是这里复现的论文,论文2是切换系统卡尔曼滤波算法
9Updated 5 years ago

Related projects

Alternatives and complementary repositories for Kalman-filter-for-switching-system