A new autocovariance least-squares method for estimating noise covariances
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Publication:2491916
DOI10.1016/j.automatica.2005.09.006zbMath1099.93046OpenAlexW2093516101MaRDI QIDQ2491916
Brian J. Odelson, James B. Rawlings, Murali R. Rajamani
Publication date: 29 May 2006
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2005.09.006
state estimationsemidefinite programmingoptimal estimationcovariance estimationadaptive Kalman filter
Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)
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