Estimation of noise covariance matrices for a linear time-varying stochastic process

DOI10.1016/0005-1098(74)90037-5zbMath0297.62072MaRDI QIDQ1214231

Pierre R. Belanger

Publication date: 1974

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(74)90037-5

Mathematics Subject Classification ID

62M99: Inference from stochastic processes

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Cites Work

• Stochastic processes and filtering theory
• System identification. A survey
• An approach to adaptive control using real time identification
• Approaches to adaptive filtering