This book's organization : read me first! -- Introduction : models we believe in -- What is this stuff called probability? -- Bayes' rule -- Inferring a binomial proportion via exact mathematical ...
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 ...
Abstract: Moving Horizon Estimation (MHE) is widely used for state estimation due to its ability to effectively incorporate historical information. As a single-model approach, its accuracy depends not ...
Abstract: Progressive Gaussian approximate filter (PGAF) provides an efficient way for estimating the states of nonlinear systems with large prior errors and accurate measurements. However, its ...