Tags » State Space

Stochastic Process


Stochastic Process

A stochastic process is defined to be a function that maps the set to random variable .

State Space

Let and be the values of the random variables and B be its…

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Learning Notes

Some notes on Kalman Filtering

State Space form

Measurement Equation

Transition Equation

Future form 166 more words


System Dynamics of Magnetic Levitation Control System


The magnetic levitation (maglev) system is a classical controls problem. The system is composed of an electromagnet, a ferromagnetic mass, and a sensor to provide position feedback of the mass.  452 more words


Uncertainty over Models and Data: The Rise and Fall of American Inflation (JMCB 2012)

Journal of Money, Credit and Banking

March-April 2012


Economic agents who are uncertain of their economic model learn, and this learning is sensitive to the presence of data uncertainty. 75 more words