Inspec keywords: mean square error methods; linear systems; state estimation; state-space methods; maximum likelihood estimation; Kalman filters; discrete time systems; covariance matrices

Other keywords: maximum-likelihood estimation; state-space model; optimal state estimate; digital filtering technology; Kalman filter; measurement noises; minimum-mean-squared errors; linear systems; covariance matrices; real-time state estimator; linear time-invariant systems; discrete-time linear time-invariant systems; signal processing applications; fast minimum norm filtering algorithm; noise statistical properties

Subjects: Interpolation and function approximation (numerical analysis); Simulation, modelling and identification; Control system analysis and synthesis methods; Other topics in statistics; Linear algebra (numerical analysis); Discrete control systems