Matrix filters for the detection/estimation of compact sources

We have recently introduced a new linear filtering technique, the so-called matched matrix filters, that maximizes the signal-to-noise ratio of compact sources of unknown intensity embedded in a set of images by taking into account the cross-correlations between the different images. Any single source has an unknown intensity in any image. By construction, the new technique outperforms the standard matched filter applied on individual images and allows the detection of sources and estimation of the intensity at any image. We have tested the matrix filters on simulations of the sky as it will be observed by the LFI instrument of the upcoming ESA's Planck mission but they can be applied in other scientific areas.