Receding horizon least squares estimator with application to estimation of process and measurement noise covariances

DOI10.1155/2018/5303694zbMath1427.93238OpenAlexW2901089860MaRDI QIDQ1721073

Rebbecca T. Y. Thien, Yoonsoo Kim, Vladimir Shin

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/5303694

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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