The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares (Q2124495)

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The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
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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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