On the estimation of state matrix and noise statistics in state-space models

IEEE Vehicular Technology Conference

Volumn 56, Issue 4, 2002, Pages 2192-2196

  Enescu, M ^a   Koivunen, V ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

DATA ACQUISITION; ESTIMATION; KALMAN FILTERING; LINEAR SYSTEMS; MATRIX ALGEBRA; SPURIOUS SIGNAL NOISE; STATE SPACE METHODS;

GAUSSIANITY OF THE NOISE; NOISE STATISTICS; OPTIMALITY; STATE MATRIX;

TELECOMMUNICATION SYSTEMS;

EID: 0036452525     PISSN: 07400551     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

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2. Golub, H. G, Van Loan, F. C., "Matrix Computations", The Johns Hopkins University Press, Third Ed. 1996.
3. R.K. Mehra, "On the Identification of Variances and Adaptive Kalman Filtering", IEEE Transactions on Automatic Control, vol. AC-15, No.2, April 1970.
4. Molisch, A.F., "Wideband wireless digital communications". Prentice Hall, 2000.
5. Z.S. Roth, H. Xu, "Effects of Modeling Errors on the Stability and Innovations Moments of Kalman Filters", IEEE International Conference on Control & Applications, pp.643-644, 1989.
6. Tsatsanis, M.K. and Giannakis, G.B. and Zhou, G. "Estimation and equalization of fading channels with random coefficients", Signal Processing, pp. 211-229, vol. 53, 1996.