A new autocovariance least-squares method for estimating noise covariances (Q2491916)

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A new autocovariance least-squares method for estimating noise covariances
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    A new autocovariance least-squares method for estimating noise covariances (English)
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    29 May 2006
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    adaptive Kalman filter
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    covariance estimation
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    optimal estimation
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    semidefinite programming
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    state estimation
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