Estimation of the noise covariance matrices for linear time-variant stochastic dynamic periodic systems is treated. The novel offline method for estimation of the covariance matrices of the state and measurement noises is designed. The method is based on analysis of second-order statistics of the st
Estimating covariance matrices II
β Scribed by Wei-Liem Loh
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 548 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0047-259X
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