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A direct approach to identify the noise covariances of Kalman filtering - MaRDI portal

A direct approach to identify the noise covariances of Kalman filtering (Q3890524)

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A direct approach to identify the noise covariances of Kalman filtering
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    A direct approach to identify the noise covariances of Kalman filtering (English)
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    1980
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    Gaussian white noises
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    correlation method
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    Kalman filter
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