Signal Processing
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sid
  • Member for 8 years, 1 month
  • Last seen more than 2 years ago
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question
10
Is the Kalman Filter a Best Linear Unbiased Estimator (BLUE) for Heteroscedastic Noise?
Nov 6, 2015
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Can I model process noise as a known "error" in my dynamics while designing a Kalman Filter?
Nov 5, 2015
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Optimality of Kalman Filter for Process Noise dependent on magnitude of state
Nov 3, 2015

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