Sequential estimation of observation error variances in a trajectoryestimation problem.

DOI10.2514/3.4347MaRDI QIDQ5533062zbMATH OpenOpenAlexFDO

Authors Gerald L. Smith

Publication date 1967

Published in AIAA Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.4347

zbMATH Keywords

mechanics

Cited in

(3)

• Least squares estimation of nonstationary covariance parameters in linear systems
• Extended separation theorem and exact analytical solution of stochastic control
• Adaptive filtering

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