Robust estimation of covariance matrices
- 1 January 1990
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 35 (9) , 1047-1051
- https://doi.org/10.1109/9.58534
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Optimal filtering of FIR prefiltered dataIEEE Transactions on Automatic Control, 1990
- Estimation of noise covariance matrices for a linear time-varying stochastic processAutomatica, 1974
- Approaches to adaptive filteringIEEE Transactions on Automatic Control, 1972
- On the identification of variances and adaptive Kalman filteringIEEE Transactions on Automatic Control, 1970