Wolfram Language & System 10.0 (2014)|Legacy Documentation

This is documentation for an earlier version of the Wolfram Language.View current documentation (Version 11.2)
WOLFRAM LANGUAGE FEATURED EXAMPLE

Perform Autoregressive Filtering

    
Filter data, using an autoregressive Kalman filter:
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Fit an autoregressive model to the data, using EstimatedProcess:
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Filter the data according to the estimated process, using KalmanFilter:
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Compare the data and the filter:
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