On sequential estimation of state noise variances

DOI10.1109/TAC.1981.1102696zbMath0484.93065OpenAlexW1993306528MaRDI QIDQ3944458

James F. Leathrum

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1981.1102696

zbMATH Keywords

sequential estimationstate noise variances

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Related Items (1)

Adaptive suboptimal filtering of bilinear systems

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