Robust Blind Pairwise Kalman Algorithms Using QR Decompositions

DOI10.1109/TSP.2012.2222383MaRDI QIDQ4582019zbMATH OpenOpenAlexFDO

Authors Valérian Némesin, Stéphane Derrode

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2012.2222383

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(1)

• SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation

This page was built for publication: Robust Blind Pairwise Kalman Algorithms Using QR Decompositions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4582019)