Kalman filtering is an optimal procedure in the MMSE sense if sufficient information about noise statistics and system parameters is known. In practice this information is usually not …
Kalman filtering is an optimal procedure in the MMSE sense if sufficient information about noise statistics and system parameters is known. In practice this information is usually not …
A Moghaddamjoo, RL Kirlin - 1986 American Control …, 1986 - ieeexplore.ieee.org
The conventional sequential adaptive procedure for estimating noise covariances and input forcing function has suboptimal performance and potential instability. In this work we present …
A Moghaddamjoo, RL Kirlin - 1986 American Control Conference, 1986 - infona.pl
The conventional sequential adaptive procedure for estimating noise covariances and input forcing function has suboptimal performance and potential instability. In this work we present …
A Moghaddamjoo, RL Kirlin - American Control Conference, 1986 - infona.pl
The conventional sequential adaptive procedure for estimating noise covariances and input forcing function has suboptimal performance and potential instability. In this work we present …