Kalman Filtering
Kalman Filtering is a state estimation algorithm that belongs to the class of recursive Bayesian filters and specifically employs a weighted least-squares criterion to optimally estimate the state of a linear dynamic system in the presence of Gaussian noise.
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Kalman Filter
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18.2K
Savitzky-Golay Smoothing Filters
William H. Press, Saul A. Teukolsky · Computers in Physics · 1990 · 11.8K citations · Full text
Fundamentals of Statistical Signal Processing: Estimation Theory
Sailes K. Sengijpta · Technometrics · 1995 · 11.3K citations
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Massachusetts Institute of Technology
Cambridge, United States
63 h-index
313 publications
24.9K citations

Centre National de la Recherche Scientifique
Paris, France
62 h-index
667 publications
31.4K citations

Beijing Institute of Technology
Beijing, China
60 h-index
624 publications
40K citations
Tsinghua University
Beijing, China
60 h-index
561 publications
30.4K citations

Northwestern Polytechnical University
Xi'an, China
52 h-index
690 publications
27.6K citations
Nanyang Technological University
Singapore, Singapore
49 h-index
300 publications
17.3K citations

Harbin Engineering University
Harbin, China
49 h-index
634 publications
28.7K citations

Beihang University
Beijing, China
48 h-index
639 publications
22K citations
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