A Single-pass Noise Covariance Estimation Algorithm in Multiple-model Adaptive Kalman Filtering

HS Kim, A Bienkowski… - 2023 IEEE Aerospace …, 2023 - ieeexplore.ieee.org
Estimation of unknown noise covariances in a Kalman filter is a problem of significant
practical interest in a wide array of industrial applications. The reliable algorithms for their …

[HTML][HTML] Sequential Mini-Batch Noise Covariance Estimator

HS Kim, L Zhang, A Bienkowski… - Kalman Filter …, 2022 - intechopen.com
Noise covariance estimation in an adaptive Kalman filter is a problem of significant practical
interest in a wide array of industrial applications. Reliable algorithms for their estimation are …