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Kalman Filter for EMGU Image Processing Applications
...The discrete-time equivalent of Wiener's work was derived independently by Kolmogorov and published in 1941. Hence the theory is often called the Wiener-Kolmogorov filtering theory.
In these examples the signal processes is the movement of the mouse and random data. While a simple application the algorithm can have numerous applications including image smoothing, edge tracking and optical flow to name a few.