at least in HFT as I am aware, however I see that KF actually IS extensively use... | Hacker News

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		kwant_kiddo on Oct 14, 2023 \| parent \| context \| favorite \| on: Kalman filter from the ground up at least in HFT as I am aware, however I see that KF actually IS extensively used elsewhere.

comfysocks on Oct 15, 2023 [–]

KF has been standard stuff in aerospace guidance navigation and control for quite some time. Stock markets are probably too nonlinear to use linear control theory on.

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