On the estimation of noise covariances in linear discrete-time systems

DOI10.1080/00207727808941717MaRDI QIDQ4152448zbMATH OpenOpenAlexFDO

Authors Toshiaki Tabuchi, Takashi Soeda, Toshio Yoshimura

Publication date 1978

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727808941717

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• Adaptive sequential estimation with unknown noise statistics
• Estimation of a dispersion parameter in discrete Kalman filtering
• Estimation of noise covariance matrices for a linear time-varying stochastic process

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