Marrying Kalman Filtering & Machine Learning

When you Google "Kalman Filter AND Machine Learning", very few interesting references pop up! Perhaps my search terms are not the best, perhaps Fintech guys keep such algorithms close to their vests, perhaps there is not much of work done in bringing these two incredibly powerful tools together... In any case, Part II of my new book, "Systems Analytics: Adaptive Machine Learning workbook" focuses exactly on this merger. I am happy to report that pre-publication copy of my book (including MATLAB code) is available for download for FREE. See the end of this blog for how . . .