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One Dimensional Parametric Kalman Filter

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A One Dimensional Kalman Filter, the particularity of Kalman Filtering is the constant recalculation of the Error between the measurements and the estimate.This version is modified to allow more/less filtering using an alternative calculation of the error measurement.

Camparison of the Kalman filter Red with a moving average Black of both period 50

imagen

Can be used as source for others indicators such as stochastic/rsi/moving averages...etc

For any questions/suggestions feel free to contact me

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