Abstract
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.
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© 2010 Birkhäuser Verlag AG
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Frazho, A.E., Bhosri, W. (2010). Kalman and Wiener Filtering. In: An Operator Perspective on Signals and Systems. Operator Theory: Advances and Applications, vol 204. Birkhäuser Basel. https://doi.org/10.1007/978-3-0346-0292-1_11
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DOI: https://doi.org/10.1007/978-3-0346-0292-1_11
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-0346-0291-4
Online ISBN: 978-3-0346-0292-1
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