This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM). This paper proposes a new econometric model for the ...
In configuring my Inertial Measurement Unit (IMU) for post-filtering of the data after the sensor, I see options for both a decimation FIR filter and also a Kalman filter. Which one is best for my ...