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updated 3 years ago

Kalman Filter in Matlab (Tutorial) by Farhat Masood

Learn how to Implement Kalman Filter in Matlab. (kalman, filter, covariance)

(A*s1*C'+V12)/(V2+C*s1*C'); dd=max(max(abs(k1-k0))); ...


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updated 5 years ago

Sensitivity of T-Statistic (Asymptotic thumb rule) by Anurag Banerjee

Rule of Thumb: t-statistic being sensitive to nuisance parameters in variance. (linear model, tstat, sensitivity)


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