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

    In this contribution we extend Kalman-filter theory by introducing a new recursive linear minimum mean squared error (MMSE) filter for dynamic systems with unknown state-vector means. The recursive filter enab...

    Amir Khodabandeh, Peter J. G. Teunissen in GEM - International Journal on Geomathematics (2014)