Recursive estimation of the observation and process noise covariances in online Kalman filtering (Q1150564)
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scientific article; zbMATH DE number 3715425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of the observation and process noise covariances in online Kalman filtering |
scientific article; zbMATH DE number 3715425 |
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Recursive estimation of the observation and process noise covariances in online Kalman filtering (English)
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1981
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Kalman filtering
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statistical forecasting
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time series analysis
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