Non-linear state estimation in observation noise of unknown covariance†
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Publication:4149326
DOI10.1080/00207177808922366zbMath0372.93046OpenAlexW2050147838MaRDI QIDQ4149326
D. L. Alspach, Louis L. Scharf
Publication date: 1978
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177808922366
Cites Work
- An Approach to Time Series Analysis
- Comments on "Identification of optimum filter steady-state gain for systems with unknown noise covariances"
- Identification of optimum filter steady-state gain for systems with unknown noise covariances
- A Bayesian solution to the problem of state estimation in an unknown noise environment†
- Establishing the Positive Definiteness of the Sample Covariance Matrix
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