Estimation of noise covariance matrices for a linear time-varying stochastic process
- 1 May 1974
- journal article
- Published by Elsevier in Automatica
- Vol. 10 (3) , 267-275
- https://doi.org/10.1016/0005-1098(74)90037-5
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Approaches to adaptive filteringIEEE Transactions on Automatic Control, 1972
- An approach to adaptive control using real time identificationAutomatica, 1971
- System identification—A surveyAutomatica, 1971
- On the identification of variances and adaptive Kalman filteringIEEE Transactions on Automatic Control, 1970
- An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noiseIEEE Transactions on Automatic Control, 1968