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A comment on Kalman Filter Tutorial: Kalman Filter from the Ground Up. Parent comment

Re:Kalman Filter Tutorial: Kalman Filter from the Ground Up by kwant_kiddo on Saturday October 14, 2023 @05:58PM (#37884626)
at least in HFT as I am aware, however I see that KF actually IS extensively used elsewhere.
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Re:Kalman Filter Tutorial: Kalman Filter from the Ground Up by comfysocks on Saturday October 14, 2023 @10:05PM (#37886182)
KF is and has been standard stuff in aerospace guidance navigation and control for quite some time. Securities trading is something that’s hard to model in general. May as well use a divining rod.
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