A recursive linear MMSE filter for dynamic systems with unknown state vector means

DOI10.1007/s13137-014-0058-0zbMath1321.60079OpenAlexW1977110990WikidataQ59293747 ScholiaQ59293747MaRDI QIDQ2254025

Amir Khodabandeh, P. J. G. Teunissen

Publication date: 4 February 2015

Published in: GEM - International Journal on Geomathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/35782

zbMATH Keywords

predictionestimationrecursive filterKalman-filter theoryminimum mean squared error filterstate-vector means

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

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