TD_KALMAN_FORECASTER generates a forecast and related metrics in secondary output layers. The function extends the linear regression model by accepting time-varying regression coefficients.
TD_KALMAN_FORECASTER is using in the following fields:
- Guidance and navigation of vehicles, particularly aircraft, spacecraft, and ship.
- Robotic motion planning and trajectory adjustment.
- Image processing to track and estimate the position of objects in video sequences, remove noise from images, and enhance image quality.
- Time series analysis for topics such as signal processing.
- Financial markets to estimate and forecast the future evolution of asset prices, and predict financial variables such as interest rates and exchange rates.