Speech processing utilizing the Kalman filter

The Kalman filter is one of the most widely applied tools in the statistical signal processing field, especially in the context of causal online applications [1]. This article presents an introduction to the Kalman filter; the desired signal and its corresponding measurements are modeled, the Kalman filter is formulated and presented with an intuitive explanation of the involved equations, applications of the filter are given in the context of speech processing, and examples of two popular applications in speech enhancement and speaker tracking are provided.