Kalman filtering with no a priori information about noise--White noise case: Identification of covariances

DOI10.1109/TAC.1974.1100689zbMath0288.93042MaRDI QIDQ4777157

Sadashiva S. Godbole

Publication date: 1974

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (2)

Design of measurement difference autocovariance method for estimation of process and measurement noise covariances ⋮ The Kalman-Bucy method of optimal filtering and its generalizations

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