Estimation under unknown correlation: covariance intersection revisited

DOI10.1109/TAC.2002.804475zbMath1364.93761OpenAlexW2144859729MaRDI QIDQ5267022

P. O. Arambel, Raman K. Mehra, Lingji Chen

Publication date: 20 June 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2002.804475

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10)

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