Optimal Estimation of Homogeneous Vectors

Estimation of inhomogeneous vectors is well-studied in estimation theory. For instance, given covariance matrices of input data allow to compute optimal estimates and characterize their certainty. But a similar statement does not hold for homogeneous vectors and unfortunately, the majority of estimation problems arising in computer vision refers to such homogeneous vectors (exceptions are usually caused by model restrictions, e.g. affine motion model). This justifies to examine homogeneous estimation schemes on a more theoretical level