On Autocovariance Least-Squares Method for Noise Covariance Matrices Estimation
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Publication:2989614
DOI10.1109/TAC.2016.2571899zbMath1364.93765MaRDI QIDQ2989614
Miroslav Šimandl, Ondřej Straka, Jindřich Duník
Publication date: 8 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
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