On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices
type: Item
instance of: scholarly article
title: On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices
zbMATH Open document ID: 1373.93322
author: Hong Son Hoang
author: Remy Baraille
published in: Automatica
publication date: 2017-11-08T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C40
zbMATH DE Number: 6803950
zbMATH Keywords: covariance matrices
zbMATH Keywords: adaptive filters
zbMATH Keywords: filter stability
zbMATH Keywords: prediction error sampling
zbMATH Keywords: separation of vertical and horizontal structures
zbMATH Keywords: nearest Kronecker problem
zbMATH Keywords: parameter estimation
zbMATH Keywords: stochastic approximation
describes a project that uses: EnKF
describes a project that uses: HYCOM
MaRDI profile type: Publication
full work available at URL: j.automatica.2017.06.018
OpenAlex ID: W2733422656
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DOI: 10.1016/J.AUTOMATICA.2017.06.018
description: scientific article; zbMATH DE number 6803950