Noise covariance matrix estimation with subspace model identification for Kalman filtering

DOI10.1002/ACS.3213MaRDI QIDQ6493643

Thibault Dairay, Vincent Mussot, Jérémy Vayssettes, Guillaume Mercère, Vincent Arvis

Publication date: 29 April 2024

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

state estimationKalman filteringmodel learningnoise covariance matrixsubspace model identification

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cites Work

• Optimal input design using generalized binary sequence
• Approaches to adaptive filtering

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