Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Optimal Reduced-order Filter for Systems with Deterministic Observations and Stochastic Observations
Abstract: For linear discrete time-invariant systems with deterministic observations and random observations, the optimal reduced-order filtering problem is studied. Some of the state components can ...
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