time series - Straight line when running the Kalman Filter in R - Cross Validated
Understanding Kalman Filters with Python | by James Teow | Medium
Kalman filter - Wikipedia
Kalman Filtering with Applications in Finance" by Shengjie Xiu, course tutorial 2021 - YouTube
The Kalman Filter For Financial Time Series | R-bloggers
WES - Augmented Kalman filter with a reduced mechanical model to estimate tower loads on a land-based wind turbine: a step towards digital-twin simulations
A generalized Kalman filter with its precision in recursive form when the stochastic model is misspecified | SpringerLink
Extended Kalman filter example in R | mages' blog
State Estimation Using Time-Varying Kalman Filter - MATLAB & Simulink