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September 11, 2008

Comments

Fred

Kalman filter is huge in this town (Hutsville) as scentists here use it from controling self-navigating robots/vehicles, predicting the trajectory of a storm or flow of rivers during flood and even the prices of traded commodities and stocks. I actually met Rudy Kalman once when he came to Huntsville gave us a talk a few years ago. He is a hero figure here perhaps second only to Werner Von Bruan (a true German-American Rocket scientist).

Kalman is a mathematical tool which can only be as good as the underline model (state machine) of the system. If your model is incorrect, you may get completely erroneous prediction even when you calculated the "optimal" solution based on Kalman filtering.

Tze-Chien Chu

1.Can you recommand some book for me to study ?
2.The model is mean the Signal I received or the Noise Model ? Or the How to Predict ?
3.Actually I got a more stupid but simple way. It is not for signal filter but for decision making
a.I use Moving Average as Prediction.(MA)
b.The value I care about is not the signal but the DeltaSignal/MA.
DeltaSigal is S(n)-S(n-1)
Is that make sense ?

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