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

DOI10.1080/00207727808941717zbMATH Open0373.93047OpenAlexW2079658841MaRDI QIDQ4152448FDOQ4152448

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

• Title not available (Why is that?)
• Estimation of noise covariance matrices for a linear time-varying stochastic process
• Adaptive sequential estimation with unknown noise statistics
• Estimation of a dispersion parameter in discrete Kalman filtering

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