An Application of the Kalman Filter for Market Studies

Buºu Mihail () and Cioacã Sorin ()
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Buºu Mihail: he Bucharest Academy of Economic Studies, Faculty of Management
Cioacã Sorin: The Bucharest Academy of Economic Studies, Faculty of Finance and Banks
Authors registered in the RePEc Author Service: Mihail Busu ()

Ovidius University Annals, Economic Sciences Series, 2013, vol. XIII, issue 1, 726-731

Abstract: One method of isolating the useful signal from the noise is by using a soft- processor Kalman filter. There are many applications of how one could use a Kalman filter: using navigation systems, such as satellite or radio, and sonar tracking systems. The guidance systems in military applications is another use of Kalman filter. In the recent years, they form the basis of GPS, which is used for car guidance.

Keywords: filter; kalman; signal; system; application (search for similar items in EconPapers)
JEL-codes: C02 C61 G11 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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