Shuo Wang
Jun 26, 2022

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Hi Friedtj, you are absolutely right! I made a mistake of confusing:

Y = Y0 + V0*T + (1/2) *A*T^2

with

Yt = Yt-1 + Vt-1 * DT

I have corrected the equations and updated all of the results.

I also took the chance to elaborate on the observation model.

Thank you very much!

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Shuo Wang
Shuo Wang

Written by Shuo Wang

Interesting pieces on various topics in finance and technology.

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