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user 30998
Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data. For data requests, use the [data-request] tag instead, or consider our sister site Open Data Stack Exchange.
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Estimate unobservable $X_t$ with observable estimation {$Y_t$}, where $Y_t= X_t+\delta e_t$
Suppose there are measurement values {$Y_t, Y_{t-1},..., Y_0$} which come from the relationship $Y_t= X_t+\delta e_t$, where $\delta$ is a known constant, $e_t\sim N(0,\sigma^2_e)$ is a Gaussian distr …
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