An efficient algorithm for estimating noise covariances in distributed systems (Q3705338)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient algorithm for estimating noise covariances in distributed systems |
scientific article |
Statements
An efficient algorithm for estimating noise covariances in distributed systems (English)
0 references
1985
0 references
adaptive filtering algorithm
0 references
noise covariance matrices
0 references
large linear discrete stochastic-dynamic systems
0 references
convergence
0 references