Mitic, Peter - In: International Journal of Financial Studies 6 (2018) 1, pp. 1-18
. It is particularly suited in the context of a reputation index, because small amounts of noise can easily mask more … smoothing in the state-space, applied using a Kalman filter, allows for noise estimation arising from the measurement process …: approximately 40 decibels. A comparison with low pass filter methods (Butterworth in particular) is made, although low pass filters …
