Kalman and Wiener Filtering
Arthur E. Frazho, Wisuwat Bhosri · Birkhäuser Basel eBooks · 2009
In this chapter we will present a brief introduction to Kalman andWiener filtering. The main emphasis is to develop a connection between filtering theory and the Riccati equation. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.