Kalman filter  [SOLVED]

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maxmax68
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Kalman filter

Postby maxmax68 » 03 Jun 2017

Hello,
is there any member of the forum that could provide the powerlanguage code of the Kalman filter?

Thanks
Max

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Henry MultiСharts
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Re: Kalman filter

Postby Henry MultiСharts » 08 Jun 2017

Hello Max,

Have you tried searching online?
This was one of the first links I've found:
http://quanteer.blogspot.ru/2012/08/ind ... ilter.html
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maxmax68
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Re: Kalman filter  [SOLVED]

Postby maxmax68 » 08 Jun 2017

Hello Henry,
I tried to understand how a Kalman filter works, to program my own version, but unfortunately the math on which it is based is beyond my math ability

Best regards
Max


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