Kalman filter is a linear minimumvariance state estimator, and it combined array antenna and multiuser detection effectively.
卡尔曼滤波是一种线性最小方差状态估计，把它有效地结合阵列天线与多用户检测。
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In the present paper, We give the necessary and sufficient conditions for which the minimumvariance linear unbiased estimator reduces to the least square in multivariate linear models.