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Process noise covariance estimation via stochastic approximation

Published:2019-11-07 Issue:1 Volume:34 Page:63-76
ISSN:0890-6327
Container-title:International Journal of Adaptive Control and Signal Processing
language:en
Short-container-title:Int J Adapt Control Signal Process

Author:

Bianchi Federico¹^ORCID,Formentin Simone¹,Piroddi Luigi¹^ORCID

Affiliation:

1. Dipartimento di Elettronica, Informazione e Bioingegneria Politecnico di Milano Milan Italy

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Signal Processing,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/acs.3068

Reference25 articles.

1. A New Approach to Linear Filtering and Prediction Problems

2. New Results in Linear Filtering and Prediction Theory

3. A Kalman filtering approach to traffic flow estimation in computer networks

4. Filtering and System Identification

5. System Identification

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