Robust Blind Pairwise Kalman Algorithms Using QR Decompositions

DOI10.1109/TSP.2012.2222383zbMATH Open1393.94376OpenAlexW1977340190MaRDI QIDQ4582019FDOQ4582019

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

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