Originally Posted by

**atlove** For my model, I used a moving windows say 60 sets of data, then calculated the a,b,c,d,e for these data sets. Use these a,b,c,d,e and the measurement of 61set of data to estimation the power at t=61. So a,b,c,d,e calculated from 2-61sets of data sets and measurement of 62 set of data are used to determine the power at t=62 and so on.

I need to handle all 60 sets in the moving windows each time. It seems strange. He told me that Kalman filtering teaches to use some forgetting

factor so as to shorten the computation time as I only need to include

the latest set of data to find out the solution. I don't need to handle

all 60 sets of data every time.