IEEE - Institute of Electrical and Electronics Engineers, Inc. - Off-line Estimation of System Noise Covariance Matrices by a Special Choice of the Filter Gain

2007 IEEE International Symposium on Intelligent Signal Processing

Author(s): M. Simandl ; J. Dunik
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2007
Conference Location: Alcala de Henares, Spain
Conference Date: 3 October 2007
Page(s): 1 - 6
ISBN (CD): 978-1-4244-0830-6
ISBN (Paper): 978-1-4244-0829-0
DOI: 10.1109/WISP.2007.4447534
Regular:

Estimation of noise covariance matrices for linear or nonlinear stochastic dynamic systems is treated. The stress is laid on the case when the initial state mean and covariance matrix are exactly... View More

Advertisement