Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems

DOI10.1109/TSP.2011.2172432zbMath1391.93282MaRDI QIDQ4573422

Maciej Niedźwiecki

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14)

Related Items (2)

On adaptive covariance and spectrum estimation of locally stationary multivariate processes ⋮ A new look at the statistical identification of nonstationary systems

This page was built for publication: Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems