Least squares estimation of nonstationary covariance parameters in linear systems

DOI10.1016/0005-1098(77)90053-XzbMath0356.93035MaRDI QIDQ1237690

H. W. Brewer, Cornelius T. Leondes

Publication date: 1977

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Sequential estimation of observation error variances in a trajectoryestimation problem.
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