Estimation of state and measurement noise covariance matrices by multi-step prediction

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 17, Issue 1 PART 1, 2008, Pages

  Dunik, Jindrich ^a   Simandl, Miroslav ^a  

^a NONE

Author keywords

Estimation and filtering; Stochastic system identification

Indexed keywords

COVARIANCE MATRICES; ESTIMATION AND FILTERING; INITIAL CONDITIONS; LEAST SQUARE METHODS; MEASUREMENT NOISE; MULTI-STEP PREDICTION; NOISE COVARIANCE; NONLINEAR STOCHASTIC DYNAMIC SYSTEMS; NUMERICAL EXAMPLE; THEORETICAL RESULT;

ACOUSTIC NOISE; COVARIANCE MATRIX; DYNAMICAL SYSTEMS; SPURIOUS SIGNAL NOISE; STOCHASTIC SYSTEMS;

ESTIMATION;

EID: 79961018341     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20080706-5-KR-1001.2376     Document Type: Conference Paper

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