Estimation of noise covariance matrices for periodic systems

DOI10.1002/acs.1255zbMath1236.93145OpenAlexW2061160169MaRDI QIDQ3107258

Miroslav Šimandl, Jindřich Duník

Publication date: 21 December 2011

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1255

zbMATH Keywords

periodic systemsstate estimationstochastic systemsestimation theorynoise covariance matrices estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (1)

Design of measurement difference autocovariance method for estimation of process and measurement noise covariances

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