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Design of measurement difference autocovariance method for estimation of process and measurement noise covariances - MaRDI portal

Design of measurement difference autocovariance method for estimation of process and measurement noise covariances (Q1640708)

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scientific article; zbMATH DE number 6889368
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English
Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
scientific article; zbMATH DE number 6889368

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    Design of measurement difference autocovariance method for estimation of process and measurement noise covariances (English)
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    14 June 2018
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    identification
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    state-space models
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    state estimation
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    prediction
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    noise covariance matrices
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