Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty.
Shaolin JiChuiliu KongChuanfeng SunJi-Feng ZhangPublished in: SIAM J. Control. Optim. (2021)
Keyphrases
- filtering algorithm
- maximum likelihood
- sufficient conditions
- least squares
- linear minimum mean square error
- uncertain data
- decision theory
- image processing
- confidence intervals
- inherent uncertainty
- square error
- estimation algorithm
- information filtering
- maximum a posteriori
- kalman filter
- variance estimator
- median filter
- adaptive filtering
- possibility theory
- expected utility
- belief functions
- probabilistic model