Kalman filter seems to be slow in resolving a steady signal.
Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?
The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.
Kalman filter seems to be slow in resolving a steady signal.
Is there a way to apply Ito calculus (stochastic calculus) to resolve the signal quicker?
The data takes a minute or longer to converge using a Kalman filter at 1hz sampling.
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