Kalman filtering with no a priori information about noise--White noise case: Identification of covariances
- 1 October 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (5) , 561-563
- https://doi.org/10.1109/tac.1974.1100689
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Comparison of Friedland's and Lin-sage's bias estimation algorithmsIEEE Transactions on Automatic Control, 1974
- Application of Kalman Filtering Technique to Nuclear ReactorsIEEE Transactions on Nuclear Science, 1973
- Algorithms for Discrete Sequential Maximum Likelihood Bias Estimation and Associated Error AnalysisIEEE Transactions on Systems, Man, and Cybernetics, 1971
- On the identification of variances and adaptive Kalman filteringIEEE Transactions on Automatic Control, 1970
- Treatment of bias in recursive filteringIEEE Transactions on Automatic Control, 1969