A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
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Publication:3917992
DOI10.1109/TAC.1980.1102269zbMath0465.93080OpenAlexW2086940713MaRDI QIDQ3917992
Publication date: 1980
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1980.1102269
extended Kalman filterextended least squares methodlinear system with correlated noiseminimum variance propertiesGauss-Markov time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11)
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