Noise covariance matrix estimation with subspace model identification for Kalman filtering

DOI10.1002/ACS.3213MaRDI QIDQ6493643zbMATH OpenFDO

Authors Vincent Mussot, Guillaume Mercère, T. Dairay, Vincent Arvis, Jérémy Vayssettes

Publication date 29 April 2024

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringstate estimationmodel learningnoise covariance matrixsubspace model identification

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Cites work

• Approaches to adaptive filtering
• Optimal input design using generalized binary sequence

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