Estimation of noise covariance matrices for periodic systems
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Publication:3107258
DOI10.1002/acs.1255zbMath1236.93145MaRDI 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
periodic systems; state estimation; stochastic systems; estimation theory; noise covariance matrices estimation
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory