Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I (Q4599751)
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scientific article; zbMATH DE number 6822145
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English | Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I |
scientific article; zbMATH DE number 6822145 |
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Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I (English)
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4 January 2018
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adaptive systems
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noise covariance matrix
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state estimation
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state-space model
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system identification
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