Noise covariance identification for time-varying and nonlinear systems (Q5348387)

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scientific article; zbMATH DE number 6760489
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Noise covariance identification for time-varying and nonlinear systems
scientific article; zbMATH DE number 6760489

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    Noise covariance identification for time-varying and nonlinear systems (English)
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    15 August 2017
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    auto-covariance least squares
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    noise covariance estimation
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    state estimation
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    linear time-varying systems
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    nonlinear systems
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    Kalman filter
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    extended Kalman filter
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    moving horizon estimation
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