Linear Quadratic Estimator

A Linear Quadratic Estimator (LQE) is a mathematical tool used in control systems and signal processing to estimate an unknown value or state of a system. It combines linear equations and quadratic cost functions to find the best estimate by minimizing the difference between your estimate and the actual value, while also considering the costs associated with errors and uncertainties. Essentially, it helps make informed predictions in complex systems by balancing accuracy and efficiency, resulting in more reliable decisions in fields like engineering, finance, and robotics.