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Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I - MaRDI portal

Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I (Q4599751)

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scientific article; zbMATH DE number 6822145
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Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I
scientific article; zbMATH DE number 6822145

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    Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I (English)
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    4 January 2018
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    adaptive systems
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    noise covariance matrix
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    state estimation
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    state-space model
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    system identification
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