The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares (Q2124495)
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scientific article; zbMATH DE number 7506013
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| English | The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares |
scientific article; zbMATH DE number 7506013 |
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The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares (English)
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11 April 2022
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estimation
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arbitrary unknown input
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Kalman filter
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noise covariance estimation
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0.830379068851471
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0.75799959897995
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0.730031430721283
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0.7273312211036682
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0.7251400351524353
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