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Question
Kalman Filter with log(x) as a state variable
I'm trying to estimate an (extended) Kalman Filter where one of the state variables (say x_{3}) would be modeled as log(x_{3}). ...
2 years ago | 1 answer | 0
1
answerMatlab App Designer tab activation and EditField selection
For the selection of the tab, I found the answer <https://de.mathworks.com/matlabcentral/answers/166175-how-to-programmatically-...
8 years ago | 0
Question
Matlab App Designer tab activation and EditField selection
Hi, I would like to do something like: app.mytab.activate when clicking on a button but I can't find the right keywor...
8 years ago | 1 answer | 0
1
answerQuestion
QR decomposition - Why is the first element of an orthogonal matrix always negative?
Hi, I noticed that the first element of an orthogonal matrix extracted from the qr() function is always negative, whatever the i...
8 years ago | 1 answer | 0
1
answerQuestion
Maximum Likelihood Estimation with Kalman filter using fminsearch
I have written a function to estimate a state-space model (Gaussian Affine Term Structure Model) via Maximum Likelihood Estimati...
8 years ago | 1 answer | 0
