[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Digital Filters or Z-Tranform indicators



PureBytes Links

Trading Reference Links

A further thought,

Does anyone know if TS.x makes efficient use of the floating point / dsp
capabilities of the host computer?

Rolf L. Quam wrote:

> Further,
>
> What "state space" models exist - if any... "State Space" indicators?...
>
> Rolf L. Quam wrote:
>
> > I am interested, are there many Z-Transform indicators available? For
> > filters, I would like to be able to specify things like cutoff frequency
> > / 3db points and be able to convolute them to provide "notch" filters...
> > Any Kalman filters out there? It would be best if classified by type of
> > filter:
> >
> >     All pass
> >     Band pass
> >     Hi/Low pass
> >     biquad
> >     bridged
> >     bridged-T
> >     notch
> >     Butterworth
> >     lead
> >     lag
> >     Kalman (predictive)
> >     etcetera... (or, perhaps, by "order")
> >
> >     Any good "cross correlation, auto correlation?"
> >     What about "wavelets" - something I know little about...
> >     Also - chaos, strange attractors...
> >
> >         RQ