Scholar4AI Updated 2026-10-26 12:13 UTC+09:00

Kalman filter

area: Time series · 2 papers in the last 7 days

← Most-used equations and models

x^t∣t=x^t∣t−1+Kt(yt−Hx^t∣t−1)

Recursively updates estimates of an unobserved state from noisy observations.

LaTeX: \hat x_{t \mid t} = \hat x_{t \mid t-1} + K_t\,(y_t - H\,\hat x_{t \mid t-1})

Names searched for: Kalman filter, Kalman filtering, Kalman smoother

Key findings

  • Kalman filter was mentioned in 12 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #62 of the 104 equations and models mentioned.
  • By journal category: AI (6), Finance (3), Operations Research (2) and Economics (1).
  • Most of them appeared in Information Fusion (2), Journal of Financial Economics (1) and Artificial Intelligence Review (1).
  • Often mentioned together with Ordinary least squares (OLS) (4), Vector autoregression (VAR) (2) and Carhart four-factor model (2).
  • Datasets named in the same papers: OR-Library (3), Economic Policy Uncertainty index (2) and CRSP (1).
Papers mentioning Kalman filter, newest first.
DateTitleJournalAuthorsAffiliations
2026-10-22Do long-term yields help to estimate short-term risk premia?Journal of Financial EconomicsAndrea Berardi, Roger Brown, Stephen M. Schaefer
2026-10-22Beyond the survey: a systematic empirical study of detection and association in visual MOTArtificial Intelligence ReviewLinh Van Ma, Juhua Hu, Wei Cheng et al.Gwangju Institute of Science and Technology; University of Washington Tacoma
2026-10-15Sparsity-aware square-root Kalman filter with an approximate Schmidt update for efficient pose estimation in high-dimensional GNSS/INS/vision systemsInformation FusionWeihao Lei, Wanke Liu, Xiaohong Zhang et al.
2026-10-15Tightly-coupled GNSS-LiDAR-inertial integration with multi-epoch pseudorange outlier rejection for robust decimeter-level positioningInformation FusionMan Yuan, Tisheng Zhang, Hailiang Tang et al.Wuhan University
2026-10-14MIMOT: Mamba-based inter-trajectory interaction for multi-object trackingNeural NetworksBiao Liu, Yanxin Wu, Jiaqi Yang et al.Beijing Jiaotong University
2026-10-08Behavioral drivers of cryptocurrency markets: A systematic reviewJournal of Behavioral and Experimental FinanceSebastian Steindl, Hans Rüdiger Kaufmann, Bernd BritzelmaierUniversity of Nicosia; Pforzheim University of Applied Sciences
2026-10-03StoryReasoning dataset: Using chain-of-thought for scene understanding and grounded story generationPattern RecognitionDaniel A. P. Oliveira, David Martins de MatosInstituto de Engenharia de Sistemas e Computadores Investigação e Desenvolvimento; University of Lisbon; Instituto Superior Técnico
2026-10-01Adaptive state-space modeling of EEG dynamics for real-time sleep spindle detectionNeural Computing and ApplicationsLevent ÖzbekAnkara University
2026-10-01Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence modelsInternational Review of Economics & FinanceViktor Manahov, Zihao Hou, Dimitrios Stafylas
2026-10-01Adaptive Bayesian very short-term wind power forecasting based on the generalised logit transformationInternational Journal of ForecastingTao Shen, Jethro Browell, Daniela Castro‐Camilo
2026-09-30An adaptive digital twin framework with hybrid MILP-ALNS optimization for emission-aware fleet routing: Computational study and field validation in the Yanbu–Jeddah corridorComputers & Industrial EngineeringMansour AlmuwalladRoyal Commission for Jubail and Yanbu; Yanbu Industrial College
2026-09-28High-resolution spatiotemporal freeway traffic state estimation under sparse observations using METANET-EnKF data assimilationTransportation Research Part C Emerging Technologies志航 许, Ying Gao, Zhigang Xu et al.Chang'an University; Tsinghua University