On the general conditions of existence for linear MMSE filters: Wiener and Kalman
Éric Chaumette, Jordi Vilà‐Valls, François Vincent
Topics & Concepts
Kalman filterMathematicsCovarianceMinimum mean square errorEstimatorInvertible matrixRank (graph theory)Minimum-variance unbiased estimatorCovariance matrixApplied mathematicsNoise (video)Set (abstract data type)Control theory (sociology)AlgorithmStatisticsComputer scienceCombinatoricsPure mathematicsControl (management)Programming languageArtificial intelligenceImage (mathematics)Target Tracking and Data Fusion in Sensor NetworksBlind Source Separation TechniquesControl Systems and Identification