Kalman Filter [by Hajixde]

Euro / Canadian DollarFOREX.com

Beschreibung

⋅ 11. Jan. 2023 08:19

A simple form of recursive filtering using an adjustable gain and a memory length.
The filter predicts the next sample based on the previous values and the calculated error.

Versionshinweise

⋅ 16. Jan. 2023 19:13

Regression fitter updated.
Error estimator updated.

Versionshinweise

⋅ 18. Jan. 2023 04:31

A secondary filter is added.
Slope and intercept calculations are done by calling a function.

Kommentare

dpanday

⋅ 11. Jan. 2023 09:12

How to use this?

hajixde

⋅ 18. Jan. 2023 04:32

@dpanday, like any other filter such as EMA, MA, etc.

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