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

DOI10.1016/j.automatica.2017.12.040zbMath1387.93151OpenAlexW2783465527MaRDI QIDQ1640708

Jindřich Duník, Ondřej Straka, Oliver Kost

Publication date: 14 June 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.12.040

zbMATH Keywords

predictionidentificationstate estimationstate-space modelsnoise covariance matrices

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (5)

Point-Mass Filter: Density Specific Grid Design and Implementation ⋮ Extracting a low-dimensional predictable time series ⋮ Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance ⋮ Predicting the output error of the suboptimal state estimator to improve the performance of the MPC-based artificial pancreas ⋮ Parameter estimation for a class of time‐varying systems with the invariant matrix

Uses Software

• astsa

Cites Work

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